+147.6%
GOOG vs GD
+68.4%
+79.2%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.8% | +0.7% | -0.7% |
| 7D | -2.1% | -5.3% | +3.1% | -1.2% |
| 30D | -6.8% | -6.4% | -0.4% | -5.7% |
| 3M | -9.1% | +5.7% | -14.8% | -10.2% |
| 6M | +10.7% | -0.9% | +11.7% | +10.7% |
| YTD | +7.1% | +8.2% | -1.1% | +5.0% |
| 1Y | +44.6% | +13.4% | +31.2% | +40.5% |
| All | +147.6% | +68.4% | +79.2% | +134.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling