+124.3%
GOOGL vs COMP
+426.2%
-301.9%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +2.7% | -0.6% | +1.8% |
| 7D | +1.6% | +2.2% | -0.6% | +1.2% |
| 30D | -16.8% | +16.3% | -33.1% | -18.4% |
| 3M | -14.6% | -19.1% | +4.6% | -13.0% |
| 6M | -24.4% | +17.1% | -41.5% | -26.2% |
| YTD | -6.1% | -2.9% | -3.1% | -7.6% |
| 1Y | +1.0% | +8.8% | -7.8% | -1.7% |
| All | +124.3% | +426.2% | -301.9% | +96.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling