+96.2%
GOOG vs USB
+25.6%
+70.6%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.3% | -0.1% | -0.3% |
| 7D | +2.4% | +1.4% | +1.0% | +2.0% |
| 30D | -18.1% | +6.4% | -24.5% | -19.8% |
| 3M | -19.9% | -4.5% | -15.4% | -18.9% |
| 6M | -28.2% | +11.4% | -39.5% | -30.7% |
| YTD | -9.0% | +17.1% | -26.1% | -13.8% |
| 1Y | -1.7% | +32.6% | -34.3% | -10.5% |
| 3Y | +114.5% | +101.8% | +12.7% | +69.4% |
| 5Y | +96.2% | +25.1% | +71.0% | +87.7% |
| All | +96.2% | +25.6% | +70.6% | +87.7% |
Cumulative growth
Daily Returns
Daily percentage return beside USB.
Daily Out/Under-Performance
Portfolio return minus USB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USB 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 USB 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