+755.6%
GOOGL vs BR
+189.7%
+565.9%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.3% | +2.1% | +1.9% |
| 7D | 0.0% | -3.0% | +3.0% | +1.5% |
| 30D | -1.4% | -0.3% | -1.1% | -1.4% |
| 3M | -5.3% | +17.3% | -22.6% | -13.1% |
| 6M | +9.8% | -6.7% | +16.5% | +12.4% |
| YTD | +8.4% | -23.4% | +31.8% | +22.4% |
| 1Y | +41.2% | -32.7% | +73.9% | +70.4% |
| 3Y | +149.6% | -5.9% | +155.5% | +142.3% |
| 5Y | +142.6% | +8.4% | +134.1% | +111.9% |
| All | +755.6% | +189.7% | +565.9% | +335.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BR.
Daily Out/Under-Performance
Portfolio return minus BR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BR 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 BR 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