+128.8%
GOOG vs Z
-65.8%
+194.5%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.7% | -1.4% | -1.9% |
| 7D | -1.6% | -7.1% | +5.5% | 0.0% |
| 30D | -7.7% | -4.8% | -2.9% | -6.9% |
| 3M | -9.3% | -9.3% | 0.0% | -7.8% |
| 6M | +7.4% | -29.0% | +36.4% | +14.9% |
| YTD | +4.9% | -52.9% | +57.7% | +22.2% |
| 1Y | +37.2% | -63.1% | +100.4% | +68.2% |
| 3Y | +141.6% | -36.9% | +178.5% | +149.9% |
| 5Y | +128.8% | -65.5% | +194.2% | +124.0% |
| All | +128.8% | -65.8% | +194.5% | +124.0% |
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 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