+11,349.2%
GOOGL vs D
+426.5%
+10,922.7%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.5% | +2.3% | +1.3% |
| 7D | +1.8% | +3.0% | -1.2% | +0.7% |
| 30D | -18.8% | +11.5% | -30.2% | -21.9% |
| 3M | -20.3% | +3.7% | -24.1% | -21.6% |
| 6M | -28.4% | +13.5% | -41.9% | -32.0% |
| YTD | -8.8% | +20.7% | -29.6% | -15.5% |
| 1Y | +0.3% | +18.2% | -18.0% | -6.5% |
| 3Y | +120.7% | +73.3% | +47.4% | +72.4% |
| 5Y | +93.1% | +12.3% | +80.9% | +77.6% |
| 10Y | +636.1% | +43.4% | +592.7% | +472.1% |
| All | +11,349.2% | +426.5% | +10,922.7% | +5,578.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling