+740.7%
GOOGL vs COP
+344.8%
+395.8%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | COP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.4% | +0.2% | +0.5% |
| 7D | -2.8% | +1.0% | -3.8% | -3.0% |
| 30D | -3.2% | +9.6% | -12.8% | -5.0% |
| 3M | -6.6% | +15.0% | -21.7% | -9.5% |
| 6M | +8.5% | +21.8% | -13.3% | +3.2% |
| YTD | +6.5% | +49.6% | -43.2% | -3.5% |
| 1Y | +39.4% | +49.9% | -10.4% | +25.9% |
| 3Y | +146.2% | +22.6% | +123.6% | +128.8% |
| 5Y | +138.3% | +193.6% | -55.3% | +72.8% |
| All | +740.7% | +344.8% | +395.8% | +456.9% |
Cumulative growth
Daily Returns
Daily percentage return beside COP.
Daily Out/Under-Performance
Portfolio return minus COP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COP 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded COP 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling