+140.7%
GOOG vs GPC
-1.1%
+141.7%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.9% | -3.0% | -2.2% |
| 7D | -1.6% | -0.6% | -0.9% | -1.5% |
| 30D | -7.7% | +1.3% | -9.0% | -7.8% |
| 3M | -9.3% | +37.1% | -46.4% | -13.0% |
| 6M | +7.4% | +23.2% | -15.7% | +4.3% |
| YTD | +4.9% | +13.1% | -8.2% | +2.3% |
| 1Y | +37.2% | +0.9% | +36.4% | +35.7% |
| All | +140.7% | -1.1% | +141.7% | +131.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling