+13,444.1%
GOOG vs FDS
+1,190.5%
+12,253.6%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -3.5% | +2.5% | +0.3% |
| 7D | -2.1% | -1.9% | -0.2% | -1.5% |
| 30D | -6.8% | +9.0% | -15.8% | -10.1% |
| 3M | -9.1% | +18.9% | -27.9% | -16.2% |
| 6M | +10.7% | +35.1% | -24.4% | -4.7% |
| YTD | +7.1% | +5.5% | +1.6% | +0.8% |
| 1Y | +44.6% | -16.8% | +61.4% | +48.3% |
| 3Y | +147.4% | -28.1% | +175.5% | +166.1% |
| 5Y | +133.8% | -17.4% | +151.2% | +134.9% |
| 10Y | +777.5% | +85.4% | +692.1% | +503.5% |
| All | +13,444.1% | +1,190.5% | +12,253.6% | +4,753.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling