+746.7%
GOOGL vs AG
+64.8%
+681.9%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +2.1% | -4.4% | -2.4% |
| 7D | -1.9% | -0.1% | -1.8% | -1.9% |
| 30D | -7.5% | +12.5% | -19.9% | -8.4% |
| 3M | -9.2% | +28.2% | -37.3% | -11.2% |
| 6M | +8.1% | -18.8% | +26.9% | +8.8% |
| YTD | +5.8% | +27.4% | -21.5% | +2.4% |
| 1Y | +38.3% | +132.2% | -93.8% | +27.1% |
| 3Y | +144.8% | +286.9% | -142.1% | +111.6% |
| 5Y | +132.5% | +72.8% | +59.8% | +107.9% |
| 10Y | +746.7% | +74.6% | +672.1% | +639.4% |
| All | +746.7% | +64.8% | +681.9% | +639.4% |
Cumulative growth
Daily Returns
Daily percentage return beside AG.
Daily Out/Under-Performance
Portfolio return minus AG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AG 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 AG 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