+128.8%
GOOG vs FDS
-23.5%
+152.2%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -3.4% | +1.3% | -1.3% |
| 7D | -1.6% | -8.8% | +7.2% | +0.5% |
| 30D | -7.7% | -1.4% | -6.3% | -7.5% |
| 3M | -9.3% | +13.9% | -23.2% | -12.6% |
| 6M | +7.4% | +27.4% | -19.9% | -0.5% |
| YTD | +4.9% | -2.5% | +7.3% | +5.6% |
| 1Y | +37.2% | -23.8% | +61.0% | +51.7% |
| 3Y | +141.6% | -32.5% | +174.1% | +175.2% |
| 5Y | +128.8% | -23.2% | +151.9% | +179.3% |
| All | +128.8% | -23.5% | +152.2% | +179.3% |
Cumulative growth
Daily Returns
Daily percentage return beside FDS.
Daily Out/Under-Performance
Portfolio return minus FDS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FDS 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 FDS 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