+11,715.7%
GOOG vs ECL
+1,226.7%
+10,489.1%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.6% | -2.6% | -1.8% |
| 7D | +3.0% | +2.9% | +0.2% | +1.5% |
| 30D | -14.9% | +7.5% | -22.4% | -18.3% |
| 3M | -14.9% | +12.2% | -27.1% | -20.3% |
| 6M | -26.6% | +24.6% | -51.2% | -35.2% |
| YTD | -6.6% | +18.8% | -25.4% | -15.9% |
| 1Y | +5.1% | +19.3% | -14.3% | -5.7% |
| 3Y | +121.0% | +78.2% | +42.8% | +55.6% |
| 5Y | +97.3% | +38.8% | +58.5% | +56.6% |
| 10Y | +683.2% | +197.8% | +485.4% | +288.1% |
| All | +11,715.7% | +1,226.7% | +10,489.1% | +2,584.1% |
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