+635.3%
GOOG vs RF
+277.2%
+358.1%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +2.2% | -1.5% | +0.1% |
| 7D | +2.9% | -0.1% | +3.0% | +2.9% |
| 30D | -17.8% | +7.0% | -24.8% | -19.4% |
| 3M | -19.0% | -7.0% | -12.0% | -17.5% |
| 6M | -27.9% | +6.8% | -34.7% | -29.4% |
| YTD | -8.7% | +9.9% | -18.6% | -11.5% |
| 1Y | +2.5% | +21.1% | -18.6% | -3.3% |
| 3Y | +119.2% | +119.6% | -0.4% | +72.5% |
| 5Y | +93.4% | +46.2% | +47.3% | +66.9% |
| 10Y | +635.3% | +261.5% | +373.8% | +460.9% |
| All | +635.3% | +277.2% | +358.1% | +460.9% |
Cumulative growth
Daily Returns
Daily percentage return beside RF.
Daily Out/Under-Performance
Portfolio return minus RF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RF 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 10y: compounded portfolio wealth divided by compounded RF 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…
10y analysis · Full analysis span regression · 6 months rolling