+128.8%
GOOG vs SPG
+104.0%
+24.7%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -2.4% | +0.3% | -1.2% |
| 7D | -1.6% | -1.7% | +0.1% | -0.9% |
| 30D | -7.7% | -6.3% | -1.4% | -5.4% |
| 3M | -9.3% | -2.4% | -6.9% | -8.7% |
| 6M | +7.4% | +9.6% | -2.2% | +3.3% |
| YTD | +4.9% | +14.2% | -9.4% | -1.0% |
| 1Y | +37.2% | +19.3% | +17.9% | +27.0% |
| 3Y | +141.6% | +106.7% | +34.9% | +71.3% |
| 5Y | +128.8% | +104.2% | +24.5% | +56.0% |
| All | +128.8% | +104.0% | +24.7% | +56.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling