+3.6%
GOOG vs EW
+19.7%
-16.1%
-30.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +4.4% | -1.1% | +2.3% |
| 7D | -10.7% | +8.3% | -19.0% | -12.3% |
| 30D | -16.4% | +13.9% | -30.4% | -19.0% |
| 3M | -23.4% | +10.9% | -34.3% | -25.3% |
| 6M | -24.2% | +19.2% | -43.5% | -27.9% |
| YTD | -8.3% | +16.6% | -24.8% | -12.2% |
| 1Y | +3.6% | +18.1% | -14.5% | -0.6% |
| All | +3.6% | +19.7% | -16.1% | -0.6% |
Cumulative growth
Daily Returns
Daily percentage return beside EW.
Daily Out/Under-Performance
Portfolio return minus EW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EW 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 EW 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