+44.5%
GOOG vs IR
-1.2%
+45.8%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.3% | -2.4% | -1.4% |
| 7D | -2.2% | -2.8% | +0.6% | -1.7% |
| 30D | -6.9% | -15.1% | +8.2% | -3.9% |
| 3M | -9.1% | +6.1% | -15.2% | -10.7% |
| 6M | +10.6% | -16.8% | +27.5% | +12.5% |
| YTD | +7.0% | -3.5% | +10.5% | +5.5% |
| 1Y | +44.5% | -3.5% | +48.0% | +43.0% |
| All | +44.5% | -1.2% | +45.8% | +43.0% |
Cumulative growth
Daily Returns
Daily percentage return beside IR.
Daily Out/Under-Performance
Portfolio return minus IR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IR 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 1y: compounded portfolio wealth divided by compounded IR 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…
1y analysis · Full analysis span regression · 6 months rolling