+99.2%
GOOG vs IR
+46.6%
+52.7%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.3% | +1.4% | +1.5% |
| 7D | +4.8% | +4.2% | +0.6% | +3.2% |
| 30D | -15.5% | +8.1% | -23.6% | -18.3% |
| 3M | -13.7% | +0.7% | -14.4% | -14.3% |
| 6M | -23.0% | +16.6% | -39.5% | -28.6% |
| YTD | -5.7% | +7.8% | -13.5% | -11.0% |
| 1Y | +3.0% | +9.9% | -6.9% | -3.8% |
| 3Y | +122.4% | +25.2% | +97.2% | +82.7% |
| 5Y | +99.2% | +46.8% | +52.5% | +40.6% |
| All | +99.2% | +46.6% | +52.7% | +40.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling