+11,715.7%
GOOG vs EL
+600.9%
+11,114.8%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.1% | -2.1% | -1.3% |
| 7D | +3.0% | +1.5% | +1.5% | +2.5% |
| 30D | -14.9% | +10.0% | -24.9% | -17.6% |
| 3M | -14.9% | +28.4% | -43.3% | -22.3% |
| 6M | -26.6% | +37.1% | -63.7% | -34.8% |
| YTD | -6.6% | +7.8% | -14.4% | -12.0% |
| 1Y | +5.1% | +26.0% | -21.0% | -6.3% |
| 3Y | +121.0% | +3.8% | +117.1% | +94.3% |
| 5Y | +97.3% | -65.2% | +162.5% | +156.0% |
| 10Y | +683.2% | +62.1% | +621.1% | +460.5% |
| All | +11,715.7% | +600.9% | +11,114.8% | +4,414.1% |
Cumulative growth
Daily Returns
Daily percentage return beside EL.
Daily Out/Under-Performance
Portfolio return minus EL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EL 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 EL 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