+13,444.1%
GOOG vs ECL
+1,094.8%
+12,349.3%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.1% | -1.2% | -1.1% |
| 7D | -2.1% | -2.6% | +0.5% | -0.8% |
| 30D | -6.8% | -2.2% | -4.7% | -5.8% |
| 3M | -9.1% | +10.1% | -19.2% | -13.9% |
| 6M | +10.7% | -5.7% | +16.5% | +13.4% |
| YTD | +7.1% | +7.0% | +0.1% | +2.3% |
| 1Y | +44.6% | +2.7% | +42.0% | +40.5% |
| 3Y | +147.4% | +57.7% | +89.7% | +86.3% |
| 5Y | +133.8% | +31.1% | +102.7% | +91.5% |
| 10Y | +777.5% | +150.9% | +626.7% | +378.5% |
| All | +13,444.1% | +1,094.8% | +12,349.3% | +3,163.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling