+2,191.5%
GOOG vs FIVE
+868.1%
+1,323.4%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +5.1% | -6.1% | -2.0% |
| 7D | -2.1% | +4.3% | -6.4% | -3.0% |
| 30D | -6.8% | +12.5% | -19.3% | -9.1% |
| 3M | -9.1% | +31.2% | -40.3% | -14.1% |
| 6M | +10.7% | +14.4% | -3.7% | +6.8% |
| YTD | +7.1% | +33.9% | -26.8% | 0.0% |
| 1Y | +44.6% | +65.1% | -20.4% | +29.2% |
| 3Y | +147.4% | +49.0% | +98.5% | +113.8% |
| 5Y | +133.8% | +30.3% | +103.5% | +101.8% |
| 10Y | +777.5% | +481.1% | +296.4% | +474.9% |
| All | +2,191.5% | +868.1% | +1,323.4% | +1,260.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling