+121.0%
GOOG vs GPC
+0.2%
+120.8%
-30.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.4% | -1.4% | -1.0% |
| 7D | +3.0% | +0.4% | +2.6% | +3.0% |
| 30D | -14.9% | -6.3% | -8.6% | -14.3% |
| 3M | -14.9% | -8.2% | -6.7% | -14.2% |
| 6M | -26.6% | +27.1% | -53.7% | -28.9% |
| YTD | -6.6% | +3.1% | -9.7% | -7.9% |
| 1Y | +5.1% | +0.1% | +5.0% | +3.9% |
| 3Y | +121.0% | +0.2% | +120.7% | +116.7% |
| All | +121.0% | +0.2% | +120.8% | +116.7% |
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