+99.2%
GOOG vs Z
-54.7%
+154.0%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -2.3% | +3.9% | +2.2% |
| 7D | +4.8% | -4.9% | +9.7% | +6.0% |
| 30D | -15.5% | +3.0% | -18.5% | -16.8% |
| 3M | -13.7% | -13.4% | -0.3% | -11.8% |
| 6M | -23.0% | -27.3% | +4.4% | -18.1% |
| YTD | -5.7% | -57.8% | +52.1% | +13.3% |
| 1Y | +3.0% | -60.0% | +63.0% | +25.2% |
| 3Y | +122.4% | -21.5% | +143.9% | +111.0% |
| 5Y | +99.2% | -55.0% | +154.2% | +98.5% |
| All | +99.2% | -54.7% | +154.0% | +98.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling