+767.4%
GOOG vs EAT
+379.9%
+387.5%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.3% | +0.9% | +0.7% |
| 7D | -2.5% | -6.2% | +3.7% | -1.5% |
| 30D | -3.6% | -3.0% | -0.6% | -3.3% |
| 3M | -6.4% | +45.6% | -52.1% | -12.4% |
| 6M | +7.8% | +53.5% | -45.8% | -0.6% |
| YTD | +5.5% | +49.6% | -44.1% | -2.6% |
| 1Y | +38.3% | +38.9% | -0.6% | +28.6% |
| 3Y | +143.1% | +589.7% | -446.6% | +67.6% |
| 5Y | +135.0% | +318.7% | -183.7% | +69.3% |
| All | +767.4% | +379.9% | +387.5% | +442.4% |
Cumulative growth
Daily Returns
Daily percentage return beside EAT.
Daily Out/Under-Performance
Portfolio return minus EAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EAT 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 EAT 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