+844.7%
GOOG vs Z
+4.2%
+840.5%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -2.3% | +3.9% | +2.1% |
| 7D | +4.8% | -4.9% | +9.7% | +5.8% |
| 30D | -15.5% | +3.0% | -18.5% | -16.5% |
| 3M | -13.7% | -13.4% | -0.3% | -12.1% |
| 6M | -23.0% | -27.3% | +4.4% | -19.1% |
| YTD | -5.7% | -57.8% | +52.1% | +9.0% |
| 1Y | +3.0% | -60.0% | +63.0% | +20.2% |
| 3Y | +122.4% | -21.5% | +143.9% | +119.2% |
| 5Y | +99.2% | -55.0% | +154.2% | +108.8% |
| 10Y | +690.8% | -18.8% | +709.6% | +586.4% |
| All | +844.7% | +4.2% | +840.5% | +688.4% |
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