+2,286.8%
GOOGL vs DG
+606.1%
+1,680.7%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.5% | -2.6% | -1.3% |
| 7D | -2.3% | +8.4% | -10.7% | -3.5% |
| 30D | -6.6% | +4.9% | -11.5% | -7.3% |
| 3M | -8.9% | +29.3% | -38.3% | -12.8% |
| 6M | +11.9% | -11.3% | +23.1% | +13.4% |
| YTD | +8.3% | +1.8% | +6.6% | +7.4% |
| 1Y | +46.2% | +25.3% | +20.9% | +39.6% |
| 3Y | +151.9% | +9.1% | +142.8% | +138.1% |
| 5Y | +137.7% | -34.9% | +172.6% | +150.4% |
| 10Y | +757.6% | +108.2% | +649.4% | +600.2% |
| All | +2,286.8% | +606.1% | +1,680.7% | +1,490.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling