+643.6%
GOOGL vs COO
+38.3%
+605.3%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.6% | +0.3% | -0.1% |
| 7D | +2.6% | +4.5% | -1.9% | +0.9% |
| 30D | -18.3% | +16.9% | -35.2% | -23.3% |
| 3M | -19.6% | -16.7% | -2.9% | -14.5% |
| 6M | -28.2% | +5.9% | -34.2% | -31.2% |
| YTD | -8.0% | -22.4% | +14.4% | -0.2% |
| 1Y | -0.7% | -10.1% | +9.4% | +1.2% |
| 3Y | +118.8% | -22.8% | +141.6% | +124.1% |
| 5Y | +98.9% | -41.4% | +140.3% | +128.9% |
| 10Y | +643.6% | +41.3% | +602.4% | +476.8% |
| All | +643.6% | +38.3% | +605.3% | +476.8% |
Cumulative growth
Daily Returns
Daily percentage return beside COO.
Daily Out/Under-Performance
Portfolio return minus COO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COO 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 COO 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