+772.7%
GOOG vs FIVE
+486.0%
+286.7%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -2.7% | +0.6% | -1.5% |
| 7D | -1.6% | +1.7% | -3.2% | -1.9% |
| 30D | -7.7% | +5.0% | -12.7% | -8.7% |
| 3M | -9.3% | +29.5% | -38.8% | -14.5% |
| 6M | +7.4% | +12.4% | -5.0% | +3.7% |
| YTD | +4.9% | +31.2% | -26.3% | -2.3% |
| 1Y | +37.2% | +72.9% | -35.6% | +20.2% |
| 3Y | +141.6% | +53.0% | +88.6% | +104.8% |
| 5Y | +128.8% | +34.2% | +94.6% | +93.4% |
| 10Y | +772.7% | +497.6% | +275.1% | +507.8% |
| All | +772.7% | +486.0% | +286.7% | +507.8% |
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