+46.1%
GOOGL vs COMP
+22.2%
+23.9%
-21.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.5% | -1.7% | -1.3% |
| 7D | -2.3% | +1.4% | -3.7% | -2.5% |
| 30D | -6.6% | -13.3% | +6.7% | -4.8% |
| 3M | -9.0% | +41.1% | -50.1% | -13.3% |
| 6M | +11.8% | +17.2% | -5.4% | +7.5% |
| YTD | +8.3% | +5.2% | +3.1% | +5.2% |
| 1Y | +46.1% | +18.9% | +27.2% | +40.2% |
| All | +46.1% | +22.2% | +23.9% | +40.2% |
Cumulative growth
Daily Returns
Daily percentage return beside COMP.
Daily Out/Under-Performance
Portfolio return minus COMP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COMP 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 1y: compounded portfolio wealth divided by compounded COMP 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…
1y analysis · Full analysis span regression · 6 months rolling