+13,507.3%
GOOGL vs ECL
+1,094.8%
+12,412.5%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.1% | -1.2% | -1.2% |
| 7D | -2.3% | -2.6% | +0.3% | -0.9% |
| 30D | -6.6% | -2.2% | -4.4% | -5.5% |
| 3M | -8.9% | +10.1% | -19.1% | -13.8% |
| 6M | +11.9% | -5.7% | +17.6% | +14.6% |
| YTD | +8.3% | +7.0% | +1.4% | +3.6% |
| 1Y | +46.2% | +2.7% | +43.5% | +42.1% |
| 3Y | +151.9% | +57.7% | +94.1% | +89.7% |
| 5Y | +137.7% | +31.1% | +106.6% | +94.7% |
| 10Y | +757.6% | +150.9% | +606.7% | +367.4% |
| All | +13,507.3% | +1,094.8% | +12,412.5% | +3,178.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling