+13,444.1%
GOOG vs SPG
+940.6%
+12,503.5%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.0% | -0.1% | -0.8% |
| 7D | -2.1% | -2.4% | +0.2% | -1.5% |
| 30D | -6.8% | -6.8% | 0.0% | -5.0% |
| 3M | -9.1% | +2.7% | -11.8% | -9.9% |
| 6M | +10.7% | +5.5% | +5.3% | +8.9% |
| YTD | +7.1% | +15.7% | -8.6% | +2.5% |
| 1Y | +44.6% | +20.9% | +23.8% | +36.7% |
| 3Y | +147.4% | +112.4% | +35.0% | +98.0% |
| 5Y | +133.8% | +101.4% | +32.5% | +88.1% |
| 10Y | +777.5% | +60.6% | +716.9% | +583.9% |
| All | +13,444.1% | +940.6% | +12,503.5% | +4,742.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling