+132.5%
GOOGL vs BAX
-67.6%
+200.1%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.9% | -0.4% | -2.0% |
| 7D | -1.9% | -5.1% | +3.2% | -1.1% |
| 30D | -7.5% | -12.2% | +4.7% | -5.7% |
| 3M | -9.2% | +21.8% | -31.0% | -12.0% |
| 6M | +8.1% | +36.3% | -28.2% | +2.6% |
| YTD | +5.8% | +27.8% | -22.0% | +0.8% |
| 1Y | +38.3% | -0.1% | +38.4% | +36.5% |
| 3Y | +144.8% | -33.3% | +178.1% | +153.7% |
| 5Y | +132.5% | -67.1% | +199.6% | +193.3% |
| All | +132.5% | -67.6% | +200.1% | +193.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling