+132.5%
GOOGL vs DIA
+63.0%
+69.6%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DIA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.7% | -1.5% | -1.4% |
| 7D | -1.9% | -1.2% | -0.6% | -0.4% |
| 30D | -7.5% | -2.7% | -4.8% | -4.5% |
| 3M | -9.2% | +3.3% | -12.4% | -12.4% |
| 6M | +8.1% | +10.4% | -2.4% | -3.3% |
| YTD | +5.8% | +10.0% | -4.1% | -5.2% |
| 1Y | +38.3% | +16.2% | +22.2% | +16.3% |
| 3Y | +144.8% | +58.7% | +86.0% | +37.1% |
| 5Y | +132.5% | +63.6% | +69.0% | +26.5% |
| All | +132.5% | +63.0% | +69.6% | +26.5% |
Cumulative growth
Daily Returns
Daily percentage return beside DIA.
Daily Out/Under-Performance
Portfolio return minus DIA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DIA 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 DIA 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