+773.3%
GOOG vs GD
+189.7%
+583.6%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.8% | +0.8% | +0.3% |
| 7D | +1.1% | -3.5% | +4.5% | +2.5% |
| 30D | -5.1% | -9.0% | +4.0% | -1.3% |
| 3M | -7.1% | +5.1% | -12.2% | -9.3% |
| 6M | +12.7% | -1.0% | +13.7% | +12.5% |
| YTD | +7.1% | +7.3% | -0.2% | +2.9% |
| 1Y | +43.6% | +12.4% | +31.2% | +35.0% |
| 3Y | +146.8% | +73.7% | +73.1% | +86.3% |
| 5Y | +133.7% | +93.8% | +39.9% | +66.2% |
| 10Y | +773.3% | +190.6% | +582.7% | +447.0% |
| All | +773.3% | +189.7% | +583.6% | +447.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling