+137.7%
GOOGL vs EL
-67.4%
+205.1%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.1% | +2.1% | +0.5% |
| 7D | +1.1% | +1.7% | -0.6% | +0.6% |
| 30D | -4.4% | +15.5% | -19.9% | -8.1% |
| 3M | -6.8% | +20.6% | -27.4% | -11.4% |
| 6M | +13.6% | +10.5% | +3.1% | +9.5% |
| YTD | +8.3% | -1.9% | +10.2% | +6.3% |
| 1Y | +44.9% | +16.1% | +28.9% | +35.5% |
| 3Y | +150.5% | -30.2% | +180.7% | +160.5% |
| 5Y | +137.7% | -67.4% | +205.1% | +253.3% |
| All | +137.7% | -67.4% | +205.1% | +253.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling