+772.7%
GOOG vs RF
+334.5%
+438.2%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.6% | -1.5% | -1.9% |
| 7D | -1.6% | -0.1% | -1.4% | -1.5% |
| 30D | -7.7% | -4.0% | -3.6% | -6.6% |
| 3M | -9.3% | +5.6% | -14.9% | -10.7% |
| 6M | +7.4% | +13.1% | -5.6% | +3.7% |
| YTD | +4.9% | +13.6% | -8.7% | +0.8% |
| 1Y | +37.2% | +16.0% | +21.3% | +30.9% |
| 3Y | +141.6% | +90.2% | +51.4% | +97.4% |
| 5Y | +128.8% | +87.0% | +41.8% | +84.7% |
| 10Y | +772.7% | +338.5% | +434.2% | +464.6% |
| All | +772.7% | +334.5% | +438.2% | +464.6% |
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