+150.5%
GOOGL vs BP
+36.5%
+114.0%
-29.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.4% | -2.5% | -0.2% |
| 7D | +1.1% | +0.9% | +0.1% | +1.0% |
| 30D | -4.4% | +9.1% | -13.6% | -5.0% |
| 3M | -6.8% | +3.9% | -10.7% | -7.0% |
| 6M | +13.6% | +13.6% | -0.1% | +11.2% |
| YTD | +8.3% | +34.0% | -25.7% | +2.9% |
| 1Y | +44.9% | +39.2% | +5.8% | +36.5% |
| 3Y | +150.5% | +36.4% | +114.0% | +130.5% |
| All | +150.5% | +36.5% | +114.0% | +130.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling