+11,368.7%
GOOG vs RF
+83.0%
+11,285.7%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.4% | +1.1% | +0.8% |
| 7D | +2.1% | -0.9% | +3.0% | +2.2% |
| 30D | -18.3% | +6.0% | -24.3% | -19.3% |
| 3M | -20.3% | -8.9% | -11.4% | -19.0% |
| 6M | -28.1% | +2.3% | -30.4% | -28.5% |
| YTD | -9.3% | +7.6% | -16.9% | -10.9% |
| 1Y | -0.2% | +21.2% | -21.4% | -4.3% |
| 3Y | +118.0% | +108.5% | +9.5% | +86.4% |
| 5Y | +92.1% | +43.2% | +48.8% | +74.2% |
| 10Y | +652.3% | +288.1% | +364.2% | +441.7% |
| All | +11,368.7% | +83.0% | +11,285.7% | +8,288.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling