+131.7%
GOOG vs GFS
0.0%
+131.7%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +2.2% | -0.6% | +1.1% |
| 7D | 0.0% | +3.8% | -3.8% | -0.8% |
| 30D | -2.0% | -11.7% | +9.8% | +0.6% |
| 3M | -5.9% | -41.8% | +35.9% | +5.0% |
| 6M | +8.9% | +6.6% | +2.3% | +2.7% |
| YTD | +7.1% | +34.6% | -27.5% | -6.3% |
| 1Y | +39.7% | +46.2% | -6.5% | +18.9% |
| 3Y | +145.8% | -20.3% | +166.2% | +137.1% |
| All | +131.7% | 0.0% | +131.7% | +110.3% |
Cumulative growth
Daily Returns
Daily percentage return beside GFS.
Daily Out/Under-Performance
Portfolio return minus GFS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GFS 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 10y: compounded portfolio wealth divided by compounded GFS 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…
10y analysis · Full analysis span regression · 6 months rolling