+97.7%
GOOG vs EW
-7.9%
+105.6%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.3% | -2.2% | -1.3% |
| 7D | +3.0% | +4.9% | -1.9% | +1.6% |
| 30D | -14.9% | +23.9% | -38.8% | -20.2% |
| 3M | -14.9% | +15.8% | -30.7% | -18.7% |
| 6M | -26.6% | +31.7% | -58.3% | -32.7% |
| YTD | -6.6% | +25.7% | -32.3% | -13.3% |
| 1Y | +5.1% | +24.4% | -19.4% | -2.3% |
| 3Y | +121.0% | +65.9% | +55.1% | +73.5% |
| All | +97.7% | -7.9% | +105.6% | +101.2% |
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