+150.5%
GOOGL vs BB
+68.2%
+82.3%
-29.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.2% | -2.2% | -0.2% |
| 7D | +1.1% | +0.5% | +0.6% | +1.0% |
| 30D | -4.4% | -12.4% | +7.9% | -3.4% |
| 3M | -6.8% | -15.3% | +8.5% | -5.8% |
| 6M | +13.6% | +128.8% | -115.2% | +2.3% |
| YTD | +8.3% | +107.7% | -99.3% | -1.5% |
| 1Y | +44.9% | +103.9% | -58.9% | +31.5% |
| 3Y | +150.5% | +72.6% | +77.9% | +112.6% |
| All | +150.5% | +68.2% | +82.3% | +112.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BB.
Daily Out/Under-Performance
Portfolio return minus BB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BB 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 BB 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