+3.0%
GOOG vs GD
+5.0%
-2.0%
-30.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.1% | +2.8% | +1.6% |
| 7D | +4.8% | +1.9% | +2.9% | +4.9% |
| 30D | -15.5% | +9.2% | -24.7% | -16.1% |
| 3M | -13.7% | -7.5% | -6.2% | -12.4% |
| 6M | -23.0% | +5.8% | -28.7% | -23.5% |
| YTD | -5.7% | +9.8% | -15.5% | -7.8% |
| 1Y | +3.0% | +5.8% | -2.8% | +2.4% |
| All | +3.0% | +5.0% | -2.0% | +2.4% |
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