+118.8%
GOOGL vs BP
+47.4%
+71.4%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | 0.0% | -0.2% | -0.3% |
| 7D | +2.6% | -6.3% | +8.9% | +2.8% |
| 30D | -18.3% | -3.6% | -14.7% | -18.3% |
| 3M | -19.6% | +5.2% | -24.8% | -20.1% |
| 6M | -28.2% | +5.3% | -33.5% | -28.7% |
| YTD | -8.0% | +33.1% | -41.1% | -13.1% |
| 1Y | -0.7% | +26.3% | -27.0% | -5.2% |
| 3Y | +118.8% | +47.5% | +71.3% | +100.8% |
| All | +118.8% | +47.4% | +71.4% | +100.8% |
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