+2,134.6%
GOOGL vs CG
+351.2%
+1,783.4%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.6% | +0.5% | -0.6% |
| 7D | -2.3% | -4.3% | +2.0% | -0.8% |
| 30D | -6.6% | -5.1% | -1.5% | -5.1% |
| 3M | -8.9% | +8.7% | -17.6% | -11.8% |
| 6M | +11.9% | -9.2% | +21.1% | +14.8% |
| YTD | +8.3% | -18.9% | +27.2% | +14.5% |
| 1Y | +46.2% | -25.6% | +71.8% | +58.4% |
| 3Y | +151.9% | +57.3% | +94.6% | +102.1% |
| 5Y | +137.7% | +10.2% | +127.6% | +108.6% |
| 10Y | +757.6% | +364.2% | +393.3% | +392.8% |
| All | +2,134.6% | +351.2% | +1,783.4% | +1,196.4% |
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