+755.6%
GOOGL vs DG
+101.8%
+653.8%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.3% | +0.5% | +1.6% |
| 7D | 0.0% | -6.5% | +6.5% | +0.9% |
| 30D | -1.4% | +4.2% | -5.6% | -2.0% |
| 3M | -5.3% | +9.5% | -14.8% | -6.7% |
| 6M | +9.8% | -13.1% | +22.9% | +11.4% |
| YTD | +8.4% | -4.8% | +13.2% | +8.5% |
| 1Y | +41.2% | +20.6% | +20.6% | +36.3% |
| 3Y | +149.6% | +4.9% | +144.6% | +138.8% |
| 5Y | +142.6% | -37.9% | +180.4% | +164.2% |
| All | +755.6% | +101.8% | +653.8% | +654.2% |
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