+172.4%
GOOGL vs COMP
-53.0%
+225.4%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -7.4% | +7.1% | +0.7% |
| 7D | +2.6% | +7.2% | -4.6% | +1.5% |
| 30D | -18.3% | +6.4% | -24.7% | -19.3% |
| 3M | -19.6% | -19.4% | -0.1% | -17.7% |
| 6M | -28.2% | +14.6% | -42.8% | -30.3% |
| YTD | -8.0% | -5.5% | -2.5% | -9.5% |
| 1Y | -0.7% | +13.7% | -14.3% | -4.7% |
| 3Y | +118.8% | +409.7% | -290.9% | +61.4% |
| 5Y | +98.9% | -17.0% | +115.9% | +64.3% |
| All | +172.4% | -53.0% | +225.4% | +125.9% |
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