+13,444.1%
GOOG vs GPC
+627.3%
+12,816.8%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.1% | -2.2% | -1.5% |
| 7D | -2.1% | +1.2% | -3.3% | -2.6% |
| 30D | -6.8% | +6.0% | -12.8% | -9.2% |
| 3M | -9.1% | +42.6% | -51.7% | -22.7% |
| 6M | +10.7% | +22.8% | -12.0% | 0.0% |
| YTD | +7.1% | +15.5% | -8.4% | -1.8% |
| 1Y | +44.6% | +2.0% | +42.6% | +39.5% |
| 3Y | +147.4% | -1.4% | +148.9% | +131.3% |
| 5Y | +133.8% | +30.6% | +103.2% | +87.6% |
| 10Y | +777.5% | +80.6% | +696.9% | +451.7% |
| All | +13,444.1% | +627.3% | +12,816.8% | +3,530.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling