+135.0%
GOOG vs IT
-46.1%
+181.1%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.5% | +0.1% | +0.5% |
| 7D | -2.5% | -12.7% | +10.2% | +0.6% |
| 30D | -3.6% | -8.9% | +5.3% | -1.7% |
| 3M | -6.4% | +10.1% | -16.6% | -9.9% |
| 6M | +7.8% | +7.3% | +0.5% | +3.5% |
| YTD | +5.5% | -32.4% | +37.9% | +16.7% |
| 1Y | +38.3% | -26.6% | +64.9% | +46.8% |
| 3Y | +143.1% | -51.8% | +194.9% | +191.5% |
| 5Y | +135.0% | -45.6% | +180.6% | +151.5% |
| All | +135.0% | -46.1% | +181.1% | +151.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling