+13,164.2%
GOOG vs NI
+1,057.6%
+12,106.6%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.5% | -1.5% | -1.9% |
| 7D | -1.6% | +1.3% | -2.8% | -2.0% |
| 30D | -7.7% | -0.3% | -7.4% | -7.6% |
| 3M | -9.3% | -9.5% | +0.2% | -6.3% |
| 6M | +7.4% | -10.2% | +17.7% | +11.2% |
| YTD | +4.9% | +1.8% | +3.1% | +3.4% |
| 1Y | +37.2% | +5.7% | +31.5% | +33.2% |
| 3Y | +141.6% | +69.6% | +72.0% | +92.0% |
| 5Y | +128.8% | +95.8% | +33.0% | +69.7% |
| 10Y | +772.7% | +145.1% | +627.6% | +456.7% |
| All | +13,164.2% | +1,057.6% | +12,106.6% | +3,418.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling