+632.6%
GOOG vs GD
+190.6%
+442.0%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.6% | +1.4% | +1.0% |
| 7D | +2.1% | -5.0% | +7.0% | +4.0% |
| 30D | -18.3% | +8.9% | -27.2% | -21.4% |
| 3M | -20.3% | -8.0% | -12.3% | -18.0% |
| 6M | -28.1% | +2.9% | -31.0% | -29.6% |
| YTD | -9.3% | +7.1% | -16.4% | -13.3% |
| 1Y | -0.2% | +5.9% | -6.2% | -4.2% |
| 3Y | +118.0% | +53.9% | +64.2% | +74.5% |
| 5Y | +92.1% | +95.4% | -3.4% | +35.6% |
| All | +632.6% | +190.6% | +442.0% | +422.1% |
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