+128.8%
GOOG vs EXPE
+89.3%
+39.5%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.7% | -1.4% | -1.9% |
| 7D | -1.6% | -11.5% | +10.0% | +1.1% |
| 30D | -7.7% | -13.1% | +5.4% | -4.9% |
| 3M | -9.3% | +18.1% | -27.4% | -13.3% |
| 6M | +7.4% | +13.3% | -5.8% | +3.3% |
| YTD | +4.9% | -3.2% | +8.1% | +3.6% |
| 1Y | +37.2% | +26.1% | +11.1% | +25.6% |
| 3Y | +141.6% | +151.7% | -10.1% | +73.8% |
| 5Y | +128.8% | +88.3% | +40.4% | +65.8% |
| All | +128.8% | +89.3% | +39.5% | +65.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling