+4.4%
GOOGL vs CG
-14.1%
+18.4%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +4.5% | -1.3% | +2.2% |
| 7D | -11.1% | +9.4% | -20.5% | -12.8% |
| 30D | -16.6% | +8.7% | -25.3% | -18.2% |
| 3M | -23.4% | -15.0% | -8.5% | -19.7% |
| 6M | -24.5% | -13.2% | -11.3% | -21.6% |
| YTD | -7.5% | -26.2% | +18.6% | -2.2% |
| 1Y | +4.4% | -14.1% | +18.5% | +6.1% |
| All | +4.4% | -14.1% | +18.4% | +6.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CG.
Daily Out/Under-Performance
Portfolio return minus CG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CG 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 1y: compounded portfolio wealth divided by compounded CG 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…
1y analysis · Full analysis span regression · 6 months rolling