+120.7%
GOOGL vs B
+165.5%
-44.7%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | B | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.5% | +0.2% | +0.7% |
| 7D | +1.8% | +9.6% | -7.8% | +0.6% |
| 30D | -18.8% | +3.5% | -22.3% | -19.1% |
| 3M | -20.3% | -1.6% | -18.8% | -20.4% |
| 6M | -28.4% | -1.7% | -26.7% | -28.7% |
| YTD | -8.8% | -5.3% | -3.5% | -9.5% |
| 1Y | +0.3% | +27.2% | -26.9% | -4.4% |
| 3Y | +120.7% | +166.1% | -45.4% | +96.1% |
| All | +120.7% | +165.5% | -44.7% | +96.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling