+11,697.7%
GOOGL vs C
-54.6%
+11,752.3%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | C | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +1.6% | +0.5% | +1.7% |
| 7D | +1.6% | -0.4% | +2.0% | +1.7% |
| 30D | -16.8% | -5.3% | -11.5% | -15.8% |
| 3M | -14.6% | -8.0% | -6.6% | -13.1% |
| 6M | -24.4% | -0.3% | -24.1% | -24.7% |
| YTD | -6.1% | +8.6% | -14.7% | -8.6% |
| 1Y | +1.0% | +25.8% | -24.8% | -5.1% |
| 3Y | +123.4% | +221.2% | -97.7% | +67.5% |
| 5Y | +103.2% | +113.6% | -10.3% | +65.9% |
| 10Y | +667.7% | +218.3% | +449.4% | +454.8% |
| All | +11,697.7% | -54.6% | +11,752.3% | +11,572.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling