+138.3%
GOOGL vs DG
-39.4%
+177.7%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.3% | +1.9% | +0.7% |
| 7D | -2.8% | -6.3% | +3.5% | -2.5% |
| 30D | -3.2% | +2.4% | -5.6% | -3.4% |
| 3M | -6.6% | +12.4% | -19.0% | -7.3% |
| 6M | +8.5% | -14.9% | +23.4% | +9.0% |
| YTD | +6.5% | -6.1% | +12.5% | +6.5% |
| 1Y | +39.4% | +17.9% | +21.6% | +37.9% |
| 3Y | +146.2% | +3.1% | +143.1% | +144.8% |
| 5Y | +138.3% | -38.7% | +177.0% | +165.3% |
| All | +138.3% | -39.4% | +177.7% | +165.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling