+750.9%
GOOGL vs B
+186.6%
+564.4%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | B | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.5% | +1.4% | +0.1% |
| 7D | +1.1% | +2.3% | -1.3% | +0.8% |
| 30D | -4.4% | +1.4% | -5.8% | -4.7% |
| 3M | -6.8% | +12.2% | -19.0% | -8.3% |
| 6M | +13.6% | -2.1% | +15.7% | +13.2% |
| YTD | +8.3% | +2.9% | +5.4% | +6.9% |
| 1Y | +44.9% | +55.3% | -10.4% | +36.2% |
| 3Y | +150.5% | +198.7% | -48.2% | +117.1% |
| 5Y | +137.7% | +153.8% | -16.1% | +106.5% |
| 10Y | +750.9% | +193.4% | +557.5% | +633.6% |
| All | +750.9% | +186.6% | +564.4% | +633.6% |
Cumulative growth
Daily Returns
Daily percentage return beside B.
Daily Out/Under-Performance
Portfolio return minus B return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × B 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 B 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