+948.9%
GOOG vs P
+485.4%
+463.5%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.4% | -2.4% | -1.3% |
| 7D | -2.1% | +6.5% | -8.7% | -3.4% |
| 30D | -6.8% | +18.8% | -25.7% | -10.8% |
| 3M | -9.1% | +26.7% | -35.8% | -14.7% |
| 6M | +10.7% | +62.2% | -51.5% | -2.7% |
| YTD | +7.1% | +48.5% | -41.4% | -4.9% |
| 1Y | +44.6% | +26.4% | +18.2% | +30.5% |
| 3Y | +147.4% | +159.4% | -12.0% | +78.2% |
| 5Y | +133.8% | +275.8% | -142.0% | +51.2% |
| 10Y | +777.5% | +732.0% | +45.5% | +374.6% |
| All | +948.9% | +485.4% | +463.5% | +461.2% |
Cumulative growth
Daily Returns
Daily percentage return beside P.
Daily Out/Under-Performance
Portfolio return minus P return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × P 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 P 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