+13,245.4%
GOOG vs SPYG
+1,297.0%
+11,948.4%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.8% | +1.5% | +1.5% |
| 7D | -2.5% | -1.8% | -0.7% | -0.6% |
| 30D | -3.6% | -1.9% | -1.7% | -1.7% |
| 3M | -6.4% | +5.2% | -11.6% | -11.2% |
| 6M | +7.8% | +15.6% | -7.8% | -7.3% |
| YTD | +5.5% | +12.4% | -6.9% | -6.9% |
| 1Y | +38.3% | +17.5% | +20.8% | +16.7% |
| 3Y | +143.1% | +98.1% | +45.0% | +18.1% |
| 5Y | +135.0% | +84.9% | +50.1% | +24.3% |
| 10Y | +778.1% | +417.7% | +360.4% | +65.2% |
| All | +13,245.4% | +1,297.0% | +11,948.4% | +999.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SPYG.
Daily Out/Under-Performance
Portfolio return minus SPYG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPYG 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 SPYG 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