+692.8%
GOOGL vs DG
+105.2%
+587.6%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.3% | -0.6% | -0.9% |
| 7D | +3.9% | +0.3% | +3.6% | +3.8% |
| 30D | -14.9% | +3.2% | -18.2% | -15.4% |
| 3M | -14.6% | +10.4% | -25.0% | -16.0% |
| 6M | -26.4% | +33.2% | -59.6% | -29.7% |
| YTD | -5.3% | +3.0% | -8.3% | -6.4% |
| 1Y | +6.5% | +31.2% | -24.8% | +1.4% |
| 3Y | +126.0% | +21.8% | +104.2% | +109.8% |
| 5Y | +100.8% | -35.0% | +135.8% | +118.6% |
| All | +692.8% | +105.2% | +587.6% | +580.5% |
Cumulative growth
Daily Returns
Daily percentage return beside DG.
Daily Out/Under-Performance
Portfolio return minus DG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DG 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 DG 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