+2,874.0%
GOOGL vs CAPR
-99.1%
+2,973.0%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.3% | -2.4% | -1.1% |
| 7D | -2.3% | -2.0% | -0.3% | -2.3% |
| 30D | -6.6% | +139.2% | -145.7% | -7.9% |
| 3M | -8.9% | -66.4% | +57.4% | -8.5% |
| 6M | +11.9% | -63.1% | +75.0% | +12.2% |
| YTD | +8.3% | -67.4% | +75.8% | +8.8% |
| 1Y | +46.2% | +58.2% | -12.0% | +38.9% |
| 3Y | +151.9% | +42.2% | +109.7% | +135.3% |
| 5Y | +137.7% | +87.3% | +50.5% | +119.4% |
| 10Y | +757.6% | -75.3% | +832.8% | +662.9% |
| All | +2,874.0% | -99.1% | +2,973.0% | +2,483.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling