+746.7%
GOOGL vs CAPR
-77.3%
+823.9%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -4.6% | +2.4% | -2.2% |
| 7D | -1.9% | -12.6% | +10.8% | -1.6% |
| 30D | -7.5% | +124.4% | -131.9% | -9.2% |
| 3M | -9.2% | -66.8% | +57.6% | -8.5% |
| 6M | +8.1% | -71.8% | +79.9% | +9.1% |
| YTD | +5.8% | -70.1% | +75.9% | +6.6% |
| 1Y | +38.3% | +33.3% | +5.0% | +29.1% |
| 3Y | +144.8% | +36.7% | +108.0% | +120.1% |
| 5Y | +132.5% | +72.5% | +60.1% | +104.6% |
| 10Y | +746.7% | -77.3% | +823.9% | +602.1% |
| All | +746.7% | -77.3% | +823.9% | +602.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CAPR.
Daily Out/Under-Performance
Portfolio return minus CAPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAPR 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 CAPR 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