+128.8%
GOOG vs U
-67.7%
+196.5%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | U | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.5% | -1.6% | -2.0% |
| 7D | -1.6% | +4.4% | -5.9% | -2.3% |
| 30D | -7.7% | -1.3% | -6.4% | -7.5% |
| 3M | -9.3% | +49.6% | -58.9% | -15.9% |
| 6M | +7.4% | +100.2% | -92.7% | -5.9% |
| YTD | +4.9% | -3.7% | +8.5% | +2.2% |
| 1Y | +37.2% | -6.5% | +43.7% | +33.3% |
| 3Y | +141.6% | +12.9% | +128.7% | +111.8% |
| 5Y | +128.8% | -68.3% | +197.0% | +122.5% |
| All | +128.8% | -67.7% | +196.5% | +122.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling