+3.6%
GOOG vs GD
+9.0%
-5.4%
-30.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -2.6% | +5.8% | +3.2% |
| 7D | -10.7% | +3.0% | -13.7% | -10.7% |
| 30D | -16.4% | +10.5% | -27.0% | -17.1% |
| 3M | -23.4% | -5.0% | -18.5% | -22.4% |
| 6M | -24.2% | +5.5% | -29.7% | -24.6% |
| YTD | -8.3% | +10.3% | -18.6% | -10.1% |
| 1Y | +3.6% | +8.2% | -4.6% | +2.5% |
| All | +3.6% | +9.0% | -5.4% | +2.5% |
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