+128.8%
GOOG vs EW
-29.9%
+158.6%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.6% | -1.5% | -1.9% |
| 7D | -1.6% | -5.1% | +3.6% | 0.0% |
| 30D | -7.7% | -6.4% | -1.3% | -5.9% |
| 3M | -9.3% | -1.6% | -7.7% | -9.0% |
| 6M | +7.4% | +2.3% | +5.2% | +6.4% |
| YTD | +4.9% | +1.1% | +3.8% | +4.0% |
| 1Y | +37.2% | +8.0% | +29.2% | +33.1% |
| 3Y | +141.6% | +16.3% | +125.3% | +115.6% |
| 5Y | +128.8% | -29.4% | +158.2% | +154.5% |
| All | +128.8% | -29.9% | +158.6% | +154.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling