+4.4%
GOOGL vs EL
+25.6%
-21.2%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +6.3% | -3.1% | +2.1% |
| 7D | -11.1% | +2.5% | -13.6% | -11.5% |
| 30D | -16.6% | +20.1% | -36.7% | -19.1% |
| 3M | -23.4% | +29.3% | -52.7% | -26.8% |
| 6M | -24.5% | +38.8% | -63.3% | -28.8% |
| YTD | -7.5% | +8.1% | -15.6% | -12.9% |
| 1Y | +4.4% | +22.3% | -18.0% | -3.9% |
| All | +4.4% | +25.6% | -21.2% | -3.9% |
Cumulative growth
Daily Returns
Daily percentage return beside EL.
Daily Out/Under-Performance
Portfolio return minus EL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EL 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 1y: compounded portfolio wealth divided by compounded EL 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…
1y analysis · Full analysis span regression · 6 months rolling