+101.1%
GOOGL vs COMP
-10.9%
+112.0%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.7% | -2.7% | -1.2% |
| 7D | +3.9% | 0.0% | +3.9% | +3.8% |
| 30D | -14.9% | +16.6% | -31.5% | -17.1% |
| 3M | -14.6% | -23.5% | +9.0% | -11.9% |
| 6M | -26.4% | +25.7% | -52.2% | -29.6% |
| YTD | -5.3% | -3.4% | -1.9% | -7.2% |
| 1Y | +6.5% | +7.6% | -1.1% | +2.7% |
| 3Y | +126.0% | +423.6% | -297.5% | +62.9% |
| All | +101.1% | -10.9% | +112.0% | +73.5% |
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