+767.4%
GOOG vs ECL
+155.8%
+611.6%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.2% | +0.8% | +0.7% |
| 7D | -2.5% | -2.6% | +0.1% | -1.2% |
| 30D | -3.6% | -4.6% | +1.0% | -1.4% |
| 3M | -6.4% | +6.0% | -12.4% | -9.4% |
| 6M | +7.8% | -3.0% | +10.7% | +8.7% |
| YTD | +5.5% | +4.0% | +1.5% | +2.5% |
| 1Y | +38.3% | +2.0% | +36.3% | +35.1% |
| 3Y | +143.1% | +53.9% | +89.2% | +86.6% |
| 5Y | +135.0% | +27.1% | +107.9% | +94.3% |
| All | +767.4% | +155.8% | +611.6% | +371.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling