+136.0%
GOOG vs NI
+96.9%
+39.1%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | 0.0% | +1.6% | +1.5% |
| 7D | 0.0% | 0.0% | 0.0% | 0.0% |
| 30D | -2.0% | -1.4% | -0.6% | -1.7% |
| 3M | -5.9% | -10.6% | +4.7% | -3.8% |
| 6M | +8.9% | -9.3% | +18.2% | +10.8% |
| YTD | +7.1% | +1.1% | +6.0% | +6.0% |
| 1Y | +39.7% | +3.4% | +36.3% | +37.4% |
| 3Y | +145.8% | +67.9% | +78.0% | +108.1% |
| All | +136.0% | +96.9% | +39.1% | +95.8% |
Cumulative growth
Daily Returns
Daily percentage return beside NI.
Daily Out/Under-Performance
Portfolio return minus NI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NI 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 NI 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