+13,507.3%
GOOGL vs BB
-61.6%
+13,568.9%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | 0.0% | -1.1% | -1.1% |
| 7D | -2.3% | -5.6% | +3.4% | -1.4% |
| 30D | -6.6% | -11.8% | +5.2% | -5.0% |
| 3M | -8.9% | -25.5% | +16.6% | -5.9% |
| 6M | +11.9% | +121.3% | -109.4% | -3.6% |
| YTD | +8.3% | +103.2% | -94.8% | -5.5% |
| 1Y | +46.2% | +102.6% | -56.4% | +26.8% |
| 3Y | +151.9% | +37.5% | +114.4% | +120.7% |
| 5Y | +137.7% | -30.4% | +168.2% | +124.6% |
| 10Y | +757.6% | 0.0% | +757.6% | +543.7% |
| All | +13,507.3% | -61.6% | +13,568.9% | +9,971.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling