+206.4%
GOOG vs GGLL
+328.4%
-121.9%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.1% | +0.1% | +0.1% |
| 7D | +1.1% | +1.9% | -0.8% | 0.0% |
| 30D | -5.1% | -9.7% | +4.7% | +0.1% |
| 3M | -7.1% | -18.0% | +10.9% | +1.5% |
| 6M | +12.7% | +15.3% | -2.6% | 0.0% |
| YTD | +7.1% | +2.2% | +4.9% | +1.1% |
| 1Y | +43.6% | +73.1% | -29.5% | -0.9% |
| 3Y | +146.8% | +242.7% | -95.9% | +1.2% |
| All | +206.4% | +328.4% | -121.9% | +5.0% |
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