+2,854.2%
GOOGL vs BR
+1,286.0%
+1,568.2%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.5% | +2.4% | +1.1% |
| 7D | +1.1% | -5.9% | +7.0% | +3.9% |
| 30D | -4.4% | +1.9% | -6.3% | -5.4% |
| 3M | -6.8% | +14.7% | -21.5% | -13.0% |
| 6M | +13.6% | -12.8% | +26.3% | +19.3% |
| YTD | +8.3% | -23.0% | +31.4% | +20.1% |
| 1Y | +44.9% | -31.7% | +76.6% | +69.5% |
| 3Y | +150.5% | -4.8% | +155.2% | +144.8% |
| 5Y | +137.7% | +7.8% | +129.9% | +116.4% |
| 10Y | +750.9% | +184.1% | +566.9% | +389.4% |
| All | +2,854.2% | +1,286.0% | +1,568.2% | +678.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling