+308.4%
GOOG vs U
-33.1%
+341.5%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | U | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.1% | +0.6% | +1.5% |
| 7D | +4.8% | +2.8% | +2.0% | +4.3% |
| 30D | -15.5% | +7.6% | -23.1% | -16.8% |
| 3M | -13.7% | +12.7% | -26.4% | -15.8% |
| 6M | -23.0% | +87.0% | -109.9% | -31.1% |
| YTD | -5.7% | +13.6% | -19.3% | -10.8% |
| 1Y | +3.0% | +25.3% | -22.3% | -4.3% |
| 3Y | +122.4% | +85.8% | +36.6% | +80.4% |
| 5Y | +99.2% | -74.5% | +173.7% | +88.7% |
| All | +308.4% | -33.1% | +341.5% | +248.0% |
Cumulative growth
Daily Returns
Daily percentage return beside U.
Daily Out/Under-Performance
Portfolio return minus U return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × U 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 U 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