+767.4%
GOOG vs Z
-6.2%
+773.6%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.8% | +3.4% | +1.2% |
| 7D | -2.5% | -11.6% | +9.1% | -0.1% |
| 30D | -3.6% | -8.5% | +4.9% | -2.1% |
| 3M | -6.4% | -7.9% | +1.5% | -5.3% |
| 6M | +7.8% | -29.1% | +36.9% | +14.7% |
| YTD | +5.5% | -54.2% | +59.7% | +21.9% |
| 1Y | +38.3% | -63.5% | +101.8% | +66.6% |
| 3Y | +143.1% | -38.6% | +181.7% | +153.4% |
| 5Y | +135.0% | -66.0% | +201.0% | +156.9% |
| All | +767.4% | -6.2% | +773.6% | +620.0% |
Cumulative growth
Daily Returns
Daily percentage return beside Z.
Daily Out/Under-Performance
Portfolio return minus Z return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × Z 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 Z 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