+132.5%
GOOGL vs ECL
+25.4%
+107.2%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -2.1% | -0.2% | -1.3% |
| 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% | +82.2% |
| 5Y | +132.5% | +26.5% | +106.1% | +77.8% |
| All | +132.5% | +25.4% | +107.2% | +77.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling