+123.1%
GOOG vs U
+89.9%
+33.2%
-30.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | U | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.1% | +0.6% | +1.5% |
| 7D | +4.8% | +2.8% | +2.0% | +4.5% |
| 30D | -15.5% | +7.6% | -23.1% | -16.5% |
| 3M | -13.7% | +12.7% | -26.4% | -15.3% |
| 6M | -23.0% | +87.0% | -109.9% | -29.3% |
| YTD | -5.7% | +13.6% | -19.3% | -9.2% |
| 1Y | +3.0% | +25.3% | -22.3% | -2.3% |
| All | +123.1% | +89.9% | +33.2% | +91.2% |
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