+755.6%
GOOGL vs BAX
-38.1%
+793.7%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.6% | +3.3% | +2.2% |
| 7D | 0.0% | -7.9% | +7.9% | +2.2% |
| 30D | -1.4% | -11.7% | +10.3% | +1.8% |
| 3M | -5.3% | +16.2% | -21.5% | -9.6% |
| 6M | +9.8% | +32.0% | -22.2% | +0.9% |
| YTD | +8.4% | +24.7% | -16.4% | -0.1% |
| 1Y | +41.2% | -2.6% | +43.8% | +38.8% |
| 3Y | +149.6% | -35.0% | +184.6% | +167.2% |
| 5Y | +142.6% | -67.6% | +210.1% | +246.1% |
| All | +755.6% | -38.1% | +793.7% | +823.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling