+3.6%
GOOG vs ECL
+23.8%
-20.2%
-30.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +3.4% | -0.1% | +2.7% |
| 7D | -10.7% | +7.7% | -18.5% | -11.7% |
| 30D | -16.4% | +13.7% | -30.1% | -18.3% |
| 3M | -23.4% | +11.6% | -35.0% | -24.8% |
| 6M | -24.2% | +23.9% | -48.1% | -27.6% |
| YTD | -8.3% | +21.0% | -29.2% | -11.8% |
| 1Y | +3.6% | +23.1% | -19.5% | -0.9% |
| All | +3.6% | +23.8% | -20.2% | -0.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ECL.
Daily Out/Under-Performance
Portfolio return minus ECL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ECL 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 1y: compounded portfolio wealth divided by compounded ECL 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…
1y analysis · Full analysis span regression · 6 months rolling