+835.6%
GOOG vs Z
+7.8%
+827.9%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +3.5% | -4.4% | -1.6% |
| 7D | +3.0% | +0.8% | +2.2% | +2.8% |
| 30D | -14.9% | +5.2% | -20.1% | -16.2% |
| 3M | -14.9% | -17.0% | +2.1% | -12.6% |
| 6M | -26.6% | -22.7% | -3.9% | -23.8% |
| YTD | -6.6% | -56.3% | +49.7% | +7.3% |
| 1Y | +5.1% | -57.7% | +62.7% | +21.3% |
| 3Y | +121.0% | -16.5% | +137.5% | +115.2% |
| 5Y | +97.3% | -53.4% | +150.7% | +105.4% |
| 10Y | +683.2% | -15.9% | +699.2% | +575.3% |
| All | +835.6% | +7.8% | +827.9% | +675.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling