+11,484.7%
GOOGL vs C
-55.4%
+11,540.0%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | C | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +2.5% | -1.3% | +0.6% |
| 7D | +3.3% | -0.9% | +4.2% | +3.5% |
| 30D | -18.1% | -5.4% | -12.7% | -17.1% |
| 3M | -18.6% | -9.2% | -9.5% | -16.9% |
| 6M | -28.0% | -1.8% | -26.2% | -28.0% |
| YTD | -7.8% | +6.7% | -14.4% | -9.9% |
| 1Y | +3.6% | +23.5% | -19.9% | -2.2% |
| 3Y | +123.4% | +219.8% | -96.4% | +67.7% |
| 5Y | +95.3% | +112.4% | -17.1% | +59.7% |
| 10Y | +622.2% | +220.1% | +402.1% | +421.4% |
| All | +11,484.7% | -55.4% | +11,540.0% | +11,409.5% |
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 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