+700.7%
GOOGL vs ECL
+192.9%
+507.8%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.1% | +2.9% | +2.3% |
| 7D | +5.7% | -0.5% | +6.2% | +5.9% |
| 30D | -15.6% | +6.6% | -22.1% | -18.4% |
| 3M | -13.0% | +9.6% | -22.6% | -17.1% |
| 6M | -22.8% | +21.6% | -44.4% | -30.4% |
| YTD | -4.4% | +16.9% | -21.3% | -12.5% |
| 1Y | +4.5% | +17.9% | -13.4% | -5.0% |
| 3Y | +127.4% | +76.5% | +50.9% | +63.1% |
| 5Y | +102.8% | +36.6% | +66.2% | +61.9% |
| All | +700.7% | +192.9% | +507.8% | +312.0% |
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