+702.3%
GOOG vs SPG
+113.9%
+588.4%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.3% | -0.7% | -0.9% |
| 7D | +3.0% | +2.0% | +1.0% | +2.6% |
| 30D | -14.9% | +17.2% | -32.1% | -17.9% |
| 3M | -14.9% | +6.3% | -21.2% | -16.1% |
| 6M | -26.6% | +18.7% | -45.3% | -29.5% |
| YTD | -6.6% | +30.1% | -36.7% | -12.2% |
| 1Y | +5.1% | +32.8% | -27.7% | -1.7% |
| 3Y | +121.0% | +133.6% | -12.6% | +81.0% |
| 5Y | +97.3% | +84.4% | +12.9% | +67.2% |
| All | +702.3% | +113.9% | +588.4% | +581.1% |
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