+2,006.4%
GOOGL vs DG
+617.0%
+1,389.4%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -2.1% | +3.8% | +2.1% |
| 7D | +5.7% | -2.5% | +8.2% | +6.1% |
| 30D | -15.6% | +7.7% | -23.3% | -16.7% |
| 3M | -13.0% | +13.1% | -26.1% | -15.0% |
| 6M | -22.8% | +32.0% | -54.8% | -26.5% |
| YTD | -4.4% | +3.3% | -7.7% | -5.7% |
| 1Y | +4.5% | +31.7% | -27.2% | -1.2% |
| 3Y | +127.4% | +21.7% | +105.7% | +109.9% |
| 5Y | +102.8% | -34.7% | +137.6% | +113.3% |
| 10Y | +681.5% | +106.7% | +574.7% | +538.1% |
| All | +2,006.4% | +617.0% | +1,389.4% | +1,296.7% |
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