+622.2%
GOOGL vs C
+229.8%
+392.4%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | C | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +2.5% | -1.3% | +0.3% |
| 7D | +3.3% | -0.9% | +4.2% | +3.6% |
| 30D | -18.1% | -5.4% | -12.7% | -16.6% |
| 3M | -18.6% | -9.2% | -9.5% | -16.0% |
| 6M | -28.0% | -1.8% | -26.2% | -28.1% |
| YTD | -7.8% | +6.7% | -14.4% | -11.3% |
| 1Y | +3.6% | +23.5% | -19.9% | -5.7% |
| 3Y | +123.4% | +219.8% | -96.4% | +39.7% |
| 5Y | +95.3% | +112.4% | -17.1% | +39.6% |
| 10Y | +622.2% | +220.1% | +402.1% | +378.2% |
| All | +622.2% | +229.8% | +392.4% | +378.2% |
Cumulative growth
Daily Returns
Daily percentage return beside C.
Daily Out/Under-Performance
Portfolio return minus C return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × C 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 C 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