+700.7%
GOOGL vs COO
+40.1%
+660.6%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.2% | +3.0% | +2.2% |
| 7D | +5.7% | -2.1% | +7.8% | +6.5% |
| 30D | -15.6% | +13.9% | -29.5% | -19.9% |
| 3M | -13.0% | -18.9% | +6.0% | -6.6% |
| 6M | -22.8% | +3.7% | -26.5% | -25.4% |
| YTD | -4.4% | -24.1% | +19.7% | +4.5% |
| 1Y | +4.5% | -14.2% | +18.7% | +8.4% |
| 3Y | +127.4% | -24.5% | +151.9% | +134.8% |
| 5Y | +102.8% | -40.4% | +143.2% | +131.3% |
| All | +700.7% | +40.1% | +660.6% | +517.9% |
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