+678.2%
GOOG vs FIVE
+535.9%
+142.3%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -1.1% | +3.1% | +2.2% |
| 7D | +1.2% | -0.5% | +1.7% | +1.2% |
| 30D | -16.7% | +17.4% | -34.1% | -19.6% |
| 3M | -15.2% | +7.0% | -22.3% | -16.8% |
| 6M | -24.8% | +20.5% | -45.2% | -28.5% |
| YTD | -7.2% | +33.1% | -40.3% | -14.1% |
| 1Y | -0.1% | +67.1% | -67.2% | -12.0% |
| 3Y | +118.8% | +41.9% | +76.9% | +88.7% |
| 5Y | +99.9% | +21.1% | +78.9% | +72.6% |
| 10Y | +678.2% | +518.8% | +159.4% | +444.7% |
| All | +678.2% | +535.9% | +142.3% | +444.7% |
Cumulative growth
Daily Returns
Daily percentage return beside FIVE.
Daily Out/Under-Performance
Portfolio return minus FIVE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIVE 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 10y: compounded portfolio wealth divided by compounded FIVE 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…
10y analysis · Full analysis span regression · 6 months rolling