+780.7%
GOOG vs IT
+103.1%
+677.6%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +5.3% | -3.7% | -0.1% |
| 7D | 0.0% | -3.7% | +3.7% | +1.0% |
| 30D | -2.0% | +0.1% | -2.0% | -2.3% |
| 3M | -5.9% | +20.7% | -26.5% | -13.1% |
| 6M | +8.9% | +12.0% | -3.1% | +1.6% |
| YTD | +7.1% | -28.8% | +35.9% | +15.9% |
| 1Y | +39.7% | -25.5% | +65.2% | +47.1% |
| 3Y | +145.8% | -48.8% | +194.6% | +188.4% |
| 5Y | +138.6% | -42.7% | +181.3% | +162.2% |
| All | +780.7% | +103.1% | +677.6% | +510.9% |
Cumulative growth
Daily Returns
Daily percentage return beside IT.
Daily Out/Under-Performance
Portfolio return minus IT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IT 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 10y: compounded portfolio wealth divided by compounded IT 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…
10y analysis · Full analysis span regression · 6 months rolling