+39.4%
GOOGL vs CG
-30.6%
+70.0%
-21.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.4% | +2.9% | +1.2% |
| 7D | -2.8% | -9.8% | +7.0% | -0.1% |
| 30D | -3.2% | -10.3% | +7.1% | -0.4% |
| 3M | -6.6% | -1.7% | -5.0% | -6.3% |
| 6M | +8.5% | -9.8% | +18.3% | +10.9% |
| YTD | +6.5% | -25.6% | +32.1% | +12.6% |
| 1Y | +39.4% | -32.5% | +71.9% | +49.2% |
| All | +39.4% | -30.6% | +70.0% | +49.2% |
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