+97.7%
GOOG vs GD
+99.6%
-1.9%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.1% | -1.1% | -1.0% |
| 7D | +3.0% | +2.7% | +0.4% | +2.3% |
| 30D | -14.9% | +8.6% | -23.5% | -17.3% |
| 3M | -14.9% | -7.1% | -7.8% | -13.1% |
| 6M | -26.6% | +7.5% | -34.1% | -28.8% |
| YTD | -6.6% | +9.9% | -16.5% | -10.5% |
| 1Y | +5.1% | +7.6% | -2.5% | +1.4% |
| 3Y | +121.0% | +56.2% | +64.8% | +80.8% |
| All | +97.7% | +99.6% | -1.9% | +37.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling