+39.7%
GOOG vs EW
+7.8%
+31.8%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -2.8% | +4.3% | +2.2% |
| 7D | 0.0% | -6.2% | +6.2% | +1.7% |
| 30D | -2.0% | -9.3% | +7.4% | +0.5% |
| 3M | -5.9% | -1.6% | -4.2% | -5.9% |
| 6M | +8.9% | -0.8% | +9.7% | +7.9% |
| YTD | +7.1% | -1.0% | +8.1% | +6.6% |
| 1Y | +39.7% | +8.2% | +31.5% | +34.6% |
| All | +39.7% | +7.8% | +31.8% | +34.6% |
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