+622.2%
GOOGL vs D
+42.1%
+580.0%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.5% | +1.7% | +1.3% |
| 7D | +3.3% | +0.8% | +2.5% | +3.1% |
| 30D | -18.1% | +10.7% | -28.8% | -19.9% |
| 3M | -18.6% | +2.3% | -20.9% | -19.1% |
| 6M | -28.0% | +12.5% | -40.5% | -30.2% |
| YTD | -7.8% | +20.1% | -27.9% | -12.0% |
| 1Y | +3.6% | +15.6% | -11.9% | -0.3% |
| 3Y | +123.4% | +75.2% | +48.2% | +88.0% |
| 5Y | +95.3% | +14.6% | +80.7% | +86.5% |
| 10Y | +622.2% | +43.8% | +578.4% | +531.8% |
| All | +622.2% | +42.1% | +580.0% | +531.8% |
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