+120.7%
GOOGL vs C
+205.7%
-85.0%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | C | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.5% | +0.3% | +0.6% |
| 7D | +1.8% | -2.4% | +4.2% | +2.5% |
| 30D | -18.8% | -6.0% | -12.8% | -17.4% |
| 3M | -20.3% | -10.5% | -9.8% | -17.9% |
| 6M | -28.4% | -5.7% | -22.7% | -27.7% |
| YTD | -8.8% | +4.1% | -13.0% | -11.4% |
| 1Y | +0.3% | +20.5% | -20.2% | -7.4% |
| 3Y | +120.7% | +208.1% | -87.4% | +73.5% |
| All | +120.7% | +205.7% | -85.0% | +73.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling