+750.9%
GOOGL vs D
+35.9%
+715.1%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.6% | -0.6% | -0.2% |
| 7D | +1.1% | +0.8% | +0.3% | +0.9% |
| 30D | -4.4% | -0.7% | -3.7% | -4.3% |
| 3M | -6.8% | +2.1% | -8.9% | -7.4% |
| 6M | +13.6% | +6.8% | +6.7% | +11.5% |
| YTD | +8.3% | +16.5% | -8.2% | +4.1% |
| 1Y | +44.9% | +19.2% | +25.8% | +38.4% |
| 3Y | +150.5% | +61.9% | +88.6% | +115.0% |
| 5Y | +137.7% | +6.5% | +131.2% | +131.5% |
| 10Y | +750.9% | +35.3% | +715.7% | +662.2% |
| All | +750.9% | +35.9% | +715.1% | +662.2% |
Cumulative growth
Daily Returns
Daily percentage return beside D.
Daily Out/Under-Performance
Portfolio return minus D return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × D 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 D 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