+135.0%
GOOG vs DOW
-36.0%
+171.0%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.8% | -0.2% | +0.5% |
| 7D | -2.5% | -2.4% | -0.1% | -2.1% |
| 30D | -3.6% | -4.1% | +0.5% | -3.0% |
| 3M | -6.4% | -12.4% | +6.0% | -4.4% |
| 6M | +7.8% | -10.6% | +18.4% | +8.0% |
| YTD | +5.5% | +31.1% | -25.6% | -5.0% |
| 1Y | +38.3% | +30.5% | +7.8% | +23.6% |
| 3Y | +143.1% | -34.4% | +177.5% | +165.5% |
| 5Y | +135.0% | -35.5% | +170.5% | +157.4% |
| All | +135.0% | -36.0% | +171.0% | +157.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling