+13,444.1%
GOOG vs F
+125.1%
+13,319.0%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | F | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.5% | -2.5% | -1.4% |
| 7D | -2.1% | +5.3% | -7.5% | -3.4% |
| 30D | -6.8% | +4.6% | -11.4% | -7.9% |
| 3M | -9.1% | -3.7% | -5.4% | -8.5% |
| 6M | +10.7% | +16.8% | -6.1% | +5.6% |
| YTD | +7.1% | +15.3% | -8.2% | +2.2% |
| 1Y | +44.6% | +31.0% | +13.6% | +33.3% |
| 3Y | +147.4% | +45.4% | +102.0% | +116.1% |
| 5Y | +133.8% | +54.7% | +79.1% | +95.9% |
| 10Y | +777.5% | +98.2% | +679.3% | +551.2% |
| All | +13,444.1% | +125.1% | +13,319.0% | +8,456.8% |
Cumulative growth
Daily Returns
Daily percentage return beside F.
Daily Out/Under-Performance
Portfolio return minus F return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × F 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 F 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