+118.8%
GOOGL vs CG
+51.3%
+67.5%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.4% | +1.2% | +0.1% |
| 7D | +2.6% | +2.0% | +0.7% | +2.0% |
| 30D | -18.3% | +8.5% | -26.8% | -20.3% |
| 3M | -19.6% | -12.1% | -7.4% | -17.1% |
| 6M | -28.2% | -16.4% | -11.8% | -25.2% |
| YTD | -8.0% | -28.0% | +20.0% | -1.1% |
| 1Y | -0.7% | -18.9% | +18.2% | +3.3% |
| 3Y | +118.8% | +51.2% | +67.6% | +93.7% |
| All | +118.8% | +51.3% | +67.5% | +93.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling