+121.0%
GOOG vs EXPE
+121.7%
-0.7%
-30.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.2% | +0.2% | -0.8% |
| 7D | +3.0% | -0.5% | +3.5% | +3.1% |
| 30D | -14.9% | -6.1% | -8.8% | -14.4% |
| 3M | -14.9% | -21.3% | +6.4% | -12.2% |
| 6M | -26.6% | +19.0% | -45.6% | -29.1% |
| YTD | -6.6% | -8.4% | +1.8% | -6.8% |
| 1Y | +5.1% | -2.8% | +7.9% | +3.6% |
| 3Y | +121.0% | +120.8% | +0.2% | +79.8% |
| All | +121.0% | +121.7% | -0.7% | +79.8% |
Cumulative growth
Daily Returns
Daily percentage return beside EXPE.
Daily Out/Under-Performance
Portfolio return minus EXPE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXPE 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 3y: compounded portfolio wealth divided by compounded EXPE 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…
3y analysis · Full analysis span regression · 6 months rolling