+44.5%
GOOG vs GD
+13.1%
+31.4%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.8% | +0.7% | -0.8% |
| 7D | -2.2% | -5.3% | +3.0% | -1.4% |
| 30D | -6.9% | -6.4% | -0.5% | -5.9% |
| 3M | -9.1% | +5.7% | -14.8% | -10.3% |
| 6M | +10.6% | -0.9% | +11.6% | +10.5% |
| YTD | +7.0% | +8.2% | -1.2% | +4.7% |
| 1Y | +44.5% | +13.4% | +31.1% | +44.5% |
| All | +44.5% | +13.1% | +31.4% | +44.5% |
Cumulative growth
Daily Returns
Daily percentage return beside GD.
Daily Out/Under-Performance
Portfolio return minus GD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GD 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 1y: compounded portfolio wealth divided by compounded GD 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…
1y analysis · Full analysis span regression · 6 months rolling