+167.3%
GOOG vs GGLL
+210.8%
-43.5%
-30.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.1% | +1.1% | +0.2% |
| 7D | +3.0% | +7.7% | -4.6% | -1.1% |
| 30D | -14.9% | -30.2% | +15.3% | +1.6% |
| 3M | -14.9% | -31.3% | +16.4% | +1.9% |
| 6M | -26.6% | -52.1% | +25.5% | +4.8% |
| YTD | -6.6% | -25.9% | +19.3% | +2.7% |
| 1Y | +5.1% | -8.5% | +13.5% | +2.0% |
| 3Y | +121.0% | +165.5% | -44.6% | +1.5% |
| All | +167.3% | +210.8% | -43.5% | +6.7% |
Cumulative growth
Daily Returns
Daily percentage return beside GGLL.
Daily Out/Under-Performance
Portfolio return minus GGLL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GGLL 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 GGLL 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