+126.8%
GOOG vs GFS
-2.1%
+129.0%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +1.9% | -4.0% | -2.5% |
| 7D | -1.6% | +4.5% | -6.1% | -2.5% |
| 30D | -7.7% | -8.2% | +0.5% | -6.1% |
| 3M | -9.3% | -38.9% | +29.6% | -0.1% |
| 6M | +7.4% | -2.9% | +10.3% | +3.6% |
| YTD | +4.9% | +31.8% | -26.9% | -7.9% |
| 1Y | +37.2% | +43.1% | -5.9% | +17.3% |
| 3Y | +141.6% | -20.6% | +162.3% | +133.0% |
| All | +126.8% | -2.1% | +129.0% | +106.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling