+11,452.8%
GOOG vs GD
+1,117.7%
+10,335.1%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +2.3% | -1.5% | -0.3% |
| 7D | +2.9% | -3.0% | +5.9% | +4.3% |
| 30D | -17.8% | +9.3% | -27.1% | -21.7% |
| 3M | -19.0% | -7.2% | -11.8% | -16.6% |
| 6M | -27.9% | +5.5% | -33.3% | -30.5% |
| YTD | -8.7% | +9.5% | -18.2% | -14.4% |
| 1Y | +2.5% | +6.4% | -3.9% | -2.5% |
| 3Y | +119.2% | +59.8% | +59.4% | +66.5% |
| 5Y | +93.4% | +98.0% | -4.5% | +29.4% |
| 10Y | +635.3% | +177.4% | +457.9% | +292.4% |
| All | +11,452.8% | +1,117.7% | +10,335.1% | +2,542.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling