+3,676.5%
GOOG vs EXPE
+723.5%
+2,953.0%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.2% | +0.2% | -0.7% |
| 7D | +3.0% | -0.5% | +3.5% | +3.2% |
| 30D | -14.9% | -6.1% | -8.8% | -14.2% |
| 3M | -14.9% | -21.3% | +6.4% | -10.6% |
| 6M | -26.6% | +19.0% | -45.6% | -30.8% |
| YTD | -6.6% | -8.4% | +1.8% | -7.5% |
| 1Y | +5.1% | -2.8% | +7.9% | +2.3% |
| 3Y | +121.0% | +120.8% | +0.2% | +67.0% |
| 5Y | +97.3% | +46.2% | +51.1% | +59.3% |
| 10Y | +683.2% | +123.8% | +559.4% | +412.9% |
| All | +3,676.5% | +723.5% | +2,953.0% | +1,128.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling