+178.2%
GOOGL vs COMP
-51.7%
+229.9%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +2.7% | -0.6% | +1.8% |
| 7D | +1.6% | +2.2% | -0.6% | +1.1% |
| 30D | -16.8% | +16.3% | -33.1% | -18.8% |
| 3M | -14.6% | -19.1% | +4.6% | -12.7% |
| 6M | -24.4% | +17.1% | -41.5% | -26.8% |
| YTD | -6.1% | -2.9% | -3.1% | -7.9% |
| 1Y | +1.0% | +8.8% | -7.8% | -2.5% |
| 3Y | +123.4% | +423.5% | -300.0% | +64.3% |
| 5Y | +103.2% | -10.5% | +113.7% | +67.2% |
| All | +178.2% | -51.7% | +229.9% | +129.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling