+140.1%
GOOGL vs BG
+81.8%
+58.3%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.7% | +3.5% | +2.0% |
| 7D | 0.0% | +3.1% | -3.1% | -0.4% |
| 30D | -1.4% | +10.2% | -11.6% | -2.6% |
| 3M | -5.3% | -1.7% | -3.7% | -5.3% |
| 6M | +9.8% | +1.0% | +8.8% | +9.2% |
| YTD | +8.4% | +39.9% | -31.6% | +2.2% |
| 1Y | +41.2% | +53.2% | -12.0% | +30.9% |
| 3Y | +149.6% | +16.3% | +133.3% | +137.6% |
| All | +140.1% | +81.8% | +58.3% | +92.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BG.
Daily Out/Under-Performance
Portfolio return minus BG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BG 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 BG 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