+667.7%
GOOGL vs BP
+133.4%
+534.3%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +1.5% | +0.6% | +1.8% |
| 7D | +1.6% | -0.8% | +2.3% | +1.7% |
| 30D | -16.8% | -3.1% | -13.7% | -16.4% |
| 3M | -14.6% | +6.2% | -20.7% | -16.2% |
| 6M | -24.4% | +4.8% | -29.2% | -25.9% |
| YTD | -6.1% | +35.2% | -41.2% | -14.3% |
| 1Y | +1.0% | +27.4% | -26.4% | -6.6% |
| 3Y | +123.4% | +49.8% | +73.7% | +95.4% |
| 5Y | +103.2% | +109.4% | -6.2% | +57.8% |
| 10Y | +667.7% | +135.7% | +532.0% | +518.1% |
| All | +667.7% | +133.4% | +534.3% | +518.1% |
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