+1,872.1%
GOOGL vs CG
+278.1%
+1,594.0%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -4.3% | +6.1% | +3.2% |
| 7D | +5.7% | -1.5% | +7.2% | +6.1% |
| 30D | -15.6% | +5.7% | -21.3% | -17.6% |
| 3M | -13.0% | -17.9% | +4.9% | -7.9% |
| 6M | -22.8% | -20.2% | -2.6% | -17.8% |
| YTD | -4.4% | -32.0% | +27.6% | +6.4% |
| 1Y | +4.5% | -27.0% | +31.5% | +13.4% |
| 3Y | +127.4% | +42.8% | +84.7% | +87.1% |
| 5Y | +102.8% | -23.4% | +126.3% | +98.9% |
| 10Y | +681.5% | +278.2% | +403.3% | +375.8% |
| All | +1,872.1% | +278.1% | +1,594.0% | +1,104.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling