+11,484.7%
GOOGL vs ECL
+1,215.8%
+10,268.9%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +2.0% | -0.8% | +0.1% |
| 7D | +3.3% | -0.5% | +3.8% | +3.5% |
| 30D | -18.1% | +8.8% | -26.9% | -21.9% |
| 3M | -18.6% | +7.8% | -26.5% | -22.1% |
| 6M | -28.0% | +21.3% | -49.3% | -35.5% |
| YTD | -7.8% | +17.8% | -25.5% | -16.5% |
| 1Y | +3.6% | +21.1% | -17.5% | -7.7% |
| 3Y | +123.4% | +80.1% | +43.3% | +56.4% |
| 5Y | +95.3% | +40.5% | +54.9% | +54.1% |
| 10Y | +622.2% | +197.7% | +424.4% | +257.6% |
| All | +11,484.7% | +1,215.8% | +10,268.9% | +2,543.0% |
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 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