+453.3%
GOOG vs DOW
-17.0%
+470.3%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -2.1% | +3.6% | +2.0% |
| 7D | 0.0% | -1.4% | +1.4% | +0.4% |
| 30D | -2.0% | -3.9% | +2.0% | -1.2% |
| 3M | -5.9% | -12.7% | +6.8% | -3.3% |
| 6M | +8.9% | -13.7% | +22.6% | +10.5% |
| YTD | +7.1% | +28.4% | -21.3% | -3.4% |
| 1Y | +39.7% | +21.8% | +17.9% | +26.8% |
| 3Y | +145.8% | -35.7% | +181.6% | +163.3% |
| 5Y | +138.6% | -36.8% | +175.4% | +154.0% |
| All | +453.3% | -17.0% | +470.3% | +371.4% |
Cumulative growth
Daily Returns
Daily percentage return beside DOW.
Daily Out/Under-Performance
Portfolio return minus DOW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOW return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded DOW wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling