+143.8%
GOOGL vs DG
+4.6%
+139.2%
-29.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -2.6% | +0.3% | -2.3% |
| 7D | -1.9% | -4.8% | +3.0% | -1.9% |
| 30D | -7.5% | +1.8% | -9.2% | -7.4% |
| 3M | -9.2% | +14.5% | -23.6% | -8.9% |
| 6M | +8.1% | -13.6% | +21.6% | +7.2% |
| YTD | +5.8% | -4.8% | +10.7% | +5.6% |
| 1Y | +38.3% | +21.6% | +16.8% | +40.0% |
| All | +143.8% | +4.6% | +139.2% | +160.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling