+132.5%
GOOGL vs COST
+103.8%
+28.7%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.8% | -1.4% | -1.9% |
| 7D | -1.9% | -2.8% | +0.9% | -0.6% |
| 30D | -7.5% | -5.3% | -2.2% | -5.2% |
| 3M | -9.2% | -6.7% | -2.5% | -6.5% |
| 6M | +8.1% | -9.9% | +18.0% | +12.7% |
| YTD | +5.8% | +5.1% | +0.7% | +2.1% |
| 1Y | +38.3% | -7.3% | +45.6% | +41.5% |
| 3Y | +144.8% | +70.4% | +74.4% | +67.9% |
| 5Y | +132.5% | +104.4% | +28.1% | +41.4% |
| All | +132.5% | +103.8% | +28.7% | +41.4% |
Cumulative growth
Daily Returns
Daily percentage return beside COST.
Daily Out/Under-Performance
Portfolio return minus COST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COST 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 COST 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