+136.8%
GOOGL vs B
+153.8%
-17.0%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | B | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.2% | +1.1% | -0.8% |
| 7D | -2.3% | -1.6% | -0.7% | -2.1% |
| 30D | -6.6% | +9.4% | -16.0% | -7.8% |
| 3M | -8.9% | +5.0% | -13.9% | -9.8% |
| 6M | +11.9% | -3.5% | +15.4% | +11.6% |
| YTD | +8.3% | +4.5% | +3.9% | +6.3% |
| 1Y | +46.2% | +67.8% | -21.6% | +33.4% |
| 3Y | +151.9% | +196.7% | -44.8% | +109.2% |
| All | +136.8% | +153.8% | -17.0% | +91.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling