+453.1%
GOOG vs DOW
-15.8%
+468.9%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -3.0% | +2.0% | -0.3% |
| 7D | -2.1% | -2.4% | +0.2% | -1.6% |
| 30D | -6.8% | +0.4% | -7.2% | -7.1% |
| 3M | -9.1% | -14.4% | +5.3% | -6.1% |
| 6M | +10.7% | -7.0% | +17.7% | +10.2% |
| YTD | +7.1% | +30.2% | -23.1% | -3.7% |
| 1Y | +44.6% | +29.2% | +15.4% | +29.1% |
| 3Y | +147.4% | -36.7% | +184.1% | +166.7% |
| 5Y | +133.8% | -37.7% | +171.5% | +150.1% |
| All | +453.1% | -15.8% | +468.9% | +369.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling