+746.7%
GOOGL vs ECL
+149.7%
+597.0%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -2.1% | -0.2% | -1.2% |
| 7D | -1.9% | -2.7% | +0.9% | -0.5% |
| 30D | -7.5% | -4.3% | -3.2% | -5.5% |
| 3M | -9.2% | +3.2% | -12.4% | -10.8% |
| 6M | +8.1% | -2.9% | +11.0% | +9.0% |
| YTD | +5.8% | +4.3% | +1.6% | +2.7% |
| 1Y | +38.3% | +1.6% | +36.7% | +35.4% |
| 3Y | +144.8% | +54.3% | +90.5% | +87.9% |
| 5Y | +132.5% | +26.5% | +106.1% | +93.0% |
| 10Y | +746.7% | +155.6% | +591.1% | +357.2% |
| All | +746.7% | +149.7% | +597.0% | +357.2% |
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