+135.0%
GOOG vs NDAQ
+48.4%
+86.6%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NDAQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.3% | +3.0% | +1.7% |
| 7D | -2.5% | -6.8% | +4.3% | +0.7% |
| 30D | -3.6% | -3.2% | -0.4% | -2.2% |
| 3M | -6.4% | +6.5% | -12.9% | -9.8% |
| 6M | +7.8% | +5.7% | +2.0% | +4.0% |
| YTD | +5.5% | -4.6% | +10.1% | +6.7% |
| 1Y | +38.3% | -1.6% | +39.8% | +36.9% |
| 3Y | +143.1% | +86.4% | +56.6% | +61.4% |
| 5Y | +135.0% | +50.3% | +84.7% | +71.3% |
| All | +135.0% | +48.4% | +86.6% | +71.3% |
Cumulative growth
Daily Returns
Daily percentage return beside NDAQ.
Daily Out/Under-Performance
Portfolio return minus NDAQ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NDAQ 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 NDAQ 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