+13,503.3%
GOOGL vs BAX
+116.8%
+13,386.5%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -3.8% | +3.7% | +1.2% |
| 7D | +1.1% | -2.4% | +3.5% | +1.9% |
| 30D | -4.4% | -9.7% | +5.3% | -1.2% |
| 3M | -6.8% | +29.3% | -36.1% | -15.3% |
| 6M | +13.6% | +40.7% | -27.1% | -0.2% |
| YTD | +8.3% | +30.3% | -22.0% | -3.7% |
| 1Y | +44.9% | +3.4% | +41.6% | +38.4% |
| 3Y | +150.5% | -32.0% | +182.5% | +165.2% |
| 5Y | +137.7% | -66.9% | +204.6% | +237.3% |
| 10Y | +750.9% | -37.1% | +788.0% | +775.5% |
| All | +13,503.3% | +116.8% | +13,386.5% | +10,435.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BAX.
Daily Out/Under-Performance
Portfolio return minus BAX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAX 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 1990-01-01 to 2026-09-08: compounded portfolio wealth divided by compounded BAX 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling