+780.7%
GOOG vs GPC
+86.4%
+694.3%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.4% | +1.9% | +1.6% |
| 7D | 0.0% | -3.2% | +3.2% | +1.0% |
| 30D | -2.0% | +0.5% | -2.5% | -2.2% |
| 3M | -5.9% | +31.7% | -37.6% | -13.9% |
| 6M | +8.9% | +24.7% | -15.8% | +1.0% |
| YTD | +7.1% | +11.8% | -4.7% | +1.8% |
| 1Y | +39.7% | -3.0% | +42.7% | +38.6% |
| 3Y | +145.8% | -1.1% | +147.0% | +134.5% |
| 5Y | +138.6% | +30.5% | +108.1% | +104.0% |
| All | +780.7% | +86.4% | +694.3% | +556.3% |
Cumulative growth
Daily Returns
Daily percentage return beside GPC.
Daily Out/Under-Performance
Portfolio return minus GPC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GPC 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 GPC 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