+13,444.1%
GOOG vs EW
+3,072.9%
+10,371.2%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.1% | -1.2% | -1.1% |
| 7D | -2.1% | -0.3% | -1.8% | -2.1% |
| 30D | -6.8% | +1.0% | -7.9% | -7.2% |
| 3M | -9.1% | +2.8% | -11.9% | -10.0% |
| 6M | +10.7% | +5.5% | +5.2% | +8.7% |
| YTD | +7.1% | +5.5% | +1.6% | +4.9% |
| 1Y | +44.6% | +11.0% | +33.6% | +39.2% |
| 3Y | +147.4% | +17.7% | +129.7% | +124.7% |
| 5Y | +133.8% | -25.7% | +159.5% | +141.1% |
| 10Y | +777.5% | +132.8% | +644.7% | +543.6% |
| All | +13,444.1% | +3,072.9% | +10,371.2% | +4,162.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling