+13,444.1%
GOOG vs GD
+1,102.8%
+12,341.3%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.8% | +0.7% | -0.2% |
| 7D | -2.1% | -5.3% | +3.1% | +0.5% |
| 30D | -6.8% | -6.4% | -0.4% | -3.8% |
| 3M | -9.1% | +5.7% | -14.8% | -11.9% |
| 6M | +10.7% | -0.9% | +11.7% | +10.4% |
| YTD | +7.1% | +8.2% | -1.1% | +1.7% |
| 1Y | +44.6% | +13.4% | +31.2% | +33.9% |
| 3Y | +147.4% | +68.5% | +78.9% | +82.8% |
| 5Y | +133.8% | +97.2% | +36.6% | +57.6% |
| 10Y | +777.5% | +190.2% | +587.3% | +359.0% |
| All | +13,444.1% | +1,102.8% | +12,341.3% | +3,037.2% |
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