+702.3%
GOOG vs RF
+223.4%
+479.0%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.2% | -2.2% | -1.3% |
| 7D | +3.0% | +1.9% | +1.1% | +2.5% |
| 30D | -14.9% | +7.3% | -22.2% | -16.6% |
| 3M | -14.9% | -7.9% | -7.0% | -13.1% |
| 6M | -26.6% | +10.5% | -37.1% | -28.8% |
| YTD | -6.6% | +9.6% | -16.2% | -9.5% |
| 1Y | +5.1% | +20.3% | -15.2% | -0.9% |
| 3Y | +121.0% | +119.5% | +1.4% | +73.1% |
| 5Y | +97.3% | +48.2% | +49.1% | +69.2% |
| All | +702.3% | +223.4% | +479.0% | +462.3% |
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