+767.4%
GOOG vs EW
+126.7%
+640.7%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.7% | -0.1% | +0.4% |
| 7D | -2.5% | -3.4% | +0.9% | -1.4% |
| 30D | -3.6% | -7.4% | +3.7% | -1.1% |
| 3M | -6.4% | +0.9% | -7.3% | -6.9% |
| 6M | +7.8% | +1.2% | +6.6% | +7.0% |
| YTD | +5.5% | +1.8% | +3.7% | +4.2% |
| 1Y | +38.3% | +10.8% | +27.4% | +32.3% |
| 3Y | +143.1% | +17.1% | +125.9% | +115.4% |
| 5Y | +135.0% | -28.2% | +163.2% | +148.3% |
| All | +767.4% | +126.7% | +640.7% | +509.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling