+98.9%
GOOGL vs CG
-16.5%
+115.4%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.4% | +1.2% | +0.2% |
| 7D | +2.6% | +2.0% | +0.7% | +1.8% |
| 30D | -18.3% | +8.5% | -26.8% | -21.1% |
| 3M | -19.6% | -12.1% | -7.4% | -16.4% |
| 6M | -28.2% | -16.4% | -11.8% | -24.2% |
| YTD | -8.0% | -28.0% | +20.0% | +1.5% |
| 1Y | -0.7% | -18.9% | +18.2% | +4.5% |
| 3Y | +118.8% | +51.2% | +67.6% | +64.2% |
| 5Y | +98.9% | -15.9% | +114.7% | +90.9% |
| All | +98.9% | -16.5% | +115.4% | +90.9% |
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