+780.7%
GOOG vs SPG
+64.5%
+716.2%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.1% | +1.5% | +1.5% |
| 7D | 0.0% | -1.2% | +1.2% | +0.3% |
| 30D | -2.0% | -6.1% | +4.2% | -0.6% |
| 3M | -5.9% | -3.6% | -2.2% | -5.2% |
| 6M | +8.9% | +10.4% | -1.5% | +6.4% |
| YTD | +7.1% | +14.4% | -7.3% | +3.7% |
| 1Y | +39.7% | +16.5% | +23.1% | +34.6% |
| 3Y | +145.8% | +106.8% | +39.0% | +107.1% |
| 5Y | +138.6% | +108.9% | +29.7% | +99.2% |
| All | +780.7% | +64.5% | +716.2% | +695.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SPG.
Daily Out/Under-Performance
Portfolio return minus SPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPG 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 SPG 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