+755.6%
GOOGL vs DGX
+255.3%
+500.2%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.7% | +0.1% | +1.3% |
| 7D | 0.0% | -0.9% | +0.9% | +0.2% |
| 30D | -1.4% | -1.2% | -0.2% | -1.1% |
| 3M | -5.3% | +15.8% | -21.1% | -9.3% |
| 6M | +9.8% | +18.2% | -8.4% | +4.5% |
| YTD | +8.4% | +37.2% | -28.8% | -1.5% |
| 1Y | +41.2% | +30.4% | +10.8% | +29.9% |
| 3Y | +149.6% | +96.7% | +52.9% | +97.5% |
| 5Y | +142.6% | +67.2% | +75.4% | +100.1% |
| All | +755.6% | +255.3% | +500.2% | +434.0% |
Cumulative growth
Daily Returns
Daily percentage return beside DGX.
Daily Out/Under-Performance
Portfolio return minus DGX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DGX 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 10y: compounded portfolio wealth divided by compounded DGX 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…
10y analysis · Full analysis span regression · 6 months rolling