+654.4%
GOOG vs GD
+180.8%
+473.5%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.5% | -1.9% | -1.0% |
| 7D | +2.4% | -1.9% | +4.3% | +3.1% |
| 30D | -18.1% | +10.9% | -29.0% | -21.9% |
| 3M | -19.9% | -6.8% | -13.1% | -17.9% |
| 6M | -28.2% | +7.0% | -35.2% | -30.8% |
| YTD | -9.0% | +11.1% | -20.1% | -14.3% |
| 1Y | -1.7% | +7.0% | -8.7% | -5.9% |
| 3Y | +114.5% | +59.9% | +54.6% | +68.5% |
| 5Y | +96.2% | +102.5% | -6.3% | +35.8% |
| 10Y | +654.4% | +174.0% | +480.3% | +399.5% |
| All | +654.4% | +180.8% | +473.5% | +399.5% |
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 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