+692.8%
GOOGL vs EAT
+320.8%
+372.0%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.4% | -1.3% | -1.0% |
| 7D | +3.9% | -4.0% | +7.8% | +4.5% |
| 30D | -14.9% | -2.9% | -12.0% | -14.7% |
| 3M | -14.6% | -16.9% | +2.3% | -12.4% |
| 6M | -26.4% | +57.0% | -83.4% | -32.3% |
| YTD | -5.3% | +38.2% | -43.5% | -11.8% |
| 1Y | +6.5% | +69.3% | -62.8% | -4.2% |
| 3Y | +126.0% | +483.0% | -356.9% | +59.9% |
| 5Y | +100.8% | +364.1% | -263.3% | +42.5% |
| All | +692.8% | +320.8% | +372.0% | +409.0% |
Cumulative growth
Daily Returns
Daily percentage return beside EAT.
Daily Out/Under-Performance
Portfolio return minus EAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EAT 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 EAT 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