+13,193.3%
GOOGL vs BG
+393.7%
+12,799.6%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.3% | -2.0% | -2.2% |
| 7D | -1.9% | +0.5% | -2.4% | -2.0% |
| 30D | -7.5% | +10.3% | -17.8% | -9.7% |
| 3M | -9.2% | -1.9% | -7.3% | -9.2% |
| 6M | +8.1% | +5.2% | +2.8% | +5.8% |
| YTD | +5.8% | +41.2% | -35.3% | -3.6% |
| 1Y | +38.3% | +50.5% | -12.2% | +23.5% |
| 3Y | +144.8% | +19.9% | +124.8% | +127.2% |
| 5Y | +132.5% | +86.7% | +45.8% | +88.8% |
| 10Y | +746.7% | +167.5% | +579.2% | +490.1% |
| All | +13,193.3% | +393.7% | +12,799.6% | +8,560.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling