+692.8%
GOOGL vs BP
+143.9%
+548.9%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.9% | -1.9% | -1.2% |
| 7D | +3.9% | +3.8% | +0.1% | +3.0% |
| 30D | -14.9% | -5.3% | -9.6% | -14.1% |
| 3M | -14.6% | +9.3% | -23.8% | -16.7% |
| 6M | -26.4% | +7.2% | -33.7% | -28.3% |
| YTD | -5.3% | +38.0% | -43.4% | -14.0% |
| 1Y | +6.5% | +33.2% | -26.8% | -2.6% |
| 3Y | +126.0% | +50.3% | +75.8% | +97.7% |
| 5Y | +100.8% | +114.1% | -13.3% | +55.2% |
| All | +692.8% | +143.9% | +548.9% | +543.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BP.
Daily Out/Under-Performance
Portfolio return minus BP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BP 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 10y: compounded portfolio wealth divided by compounded BP 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…
10y analysis · Full analysis span regression · 6 months rolling