+128.8%
GOOG vs IR
+40.4%
+88.4%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -2.0% | -0.1% | -1.3% |
| 7D | -1.6% | -1.9% | +0.3% | -0.8% |
| 30D | -7.7% | -15.0% | +7.4% | -1.4% |
| 3M | -9.3% | -0.4% | -8.9% | -9.9% |
| 6M | +7.4% | -15.0% | +22.5% | +13.5% |
| YTD | +4.9% | -7.1% | +11.9% | +5.5% |
| 1Y | +37.2% | -7.5% | +44.8% | +37.8% |
| 3Y | +141.6% | +6.3% | +135.3% | +113.6% |
| 5Y | +128.8% | +37.3% | +91.4% | +67.8% |
| All | +128.8% | +40.4% | +88.4% | +67.8% |
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