+121.0%
GOOG vs U
+99.9%
+21.1%
-30.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | U | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +5.2% | -6.2% | -1.6% |
| 7D | +3.0% | +2.6% | +0.5% | +2.7% |
| 30D | -14.9% | +27.6% | -42.4% | -17.5% |
| 3M | -14.9% | +15.3% | -30.2% | -16.7% |
| 6M | -26.6% | +96.4% | -123.0% | -33.0% |
| YTD | -6.6% | +19.6% | -26.2% | -10.6% |
| 1Y | +5.1% | +42.1% | -37.0% | -2.0% |
| 3Y | +121.0% | +87.5% | +33.4% | +88.2% |
| All | +121.0% | +99.9% | +21.1% | +88.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling