+667.7%
GOOGL vs ECL
+196.0%
+471.7%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +0.6% | +1.5% | +1.8% |
| 7D | +1.6% | -2.3% | +3.8% | +2.7% |
| 30D | -16.8% | +8.3% | -25.1% | -20.2% |
| 3M | -14.6% | +8.4% | -23.0% | -18.2% |
| 6M | -24.4% | +23.3% | -47.7% | -32.3% |
| YTD | -6.1% | +18.2% | -24.3% | -14.5% |
| 1Y | +1.0% | +18.8% | -17.8% | -8.4% |
| 3Y | +123.4% | +78.5% | +44.9% | +59.3% |
| 5Y | +103.2% | +40.1% | +63.2% | +60.3% |
| 10Y | +667.7% | +196.5% | +471.2% | +287.1% |
| All | +667.7% | +196.0% | +471.7% | +287.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ECL.
Daily Out/Under-Performance
Portfolio return minus ECL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ECL 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 ECL 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