+92.9%
GOOGL vs COMP
-17.6%
+110.5%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +10.7% | -10.0% | -0.7% |
| 7D | +1.8% | +13.4% | -11.7% | -0.1% |
| 30D | -18.8% | +11.1% | -29.8% | -20.2% |
| 3M | -20.3% | -18.8% | -1.5% | -18.5% |
| 6M | -28.4% | +10.5% | -38.9% | -30.2% |
| YTD | -8.8% | -3.4% | -5.4% | -10.6% |
| 1Y | +0.3% | +19.7% | -19.4% | -4.6% |
| 3Y | +120.7% | +381.6% | -260.9% | +61.2% |
| All | +92.9% | -17.6% | +110.5% | +69.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling