+128.3%
GOOGL vs DG
+22.1%
+106.2%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -2.1% | +3.8% | +1.8% |
| 7D | +5.7% | -2.5% | +8.2% | +5.7% |
| 30D | -15.6% | +7.7% | -23.3% | -15.5% |
| 3M | -13.0% | +13.1% | -26.1% | -12.9% |
| 6M | -22.8% | +32.0% | -54.8% | -22.5% |
| YTD | -4.4% | +3.3% | -7.7% | -4.5% |
| 1Y | +4.5% | +31.7% | -27.2% | +5.6% |
| All | +128.3% | +22.1% | +106.2% | +141.5% |
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 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