+138.0%
GOOGL vs CG
+9.9%
+128.1%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.2% | +2.1% | +0.8% |
| 7D | +1.1% | -1.3% | +2.3% | +1.5% |
| 30D | -4.4% | -3.2% | -1.3% | -3.5% |
| 3M | -6.8% | +6.2% | -13.0% | -9.3% |
| 6M | +13.6% | -4.7% | +18.2% | +14.8% |
| YTD | +8.3% | -20.6% | +28.9% | +16.0% |
| 1Y | +44.9% | -26.4% | +71.3% | +58.8% |
| 3Y | +150.5% | +55.4% | +95.1% | +89.1% |
| All | +138.0% | +9.9% | +128.1% | +101.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling