+13,507.3%
GOOGL vs EL
+551.4%
+12,955.9%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +3.0% | -4.1% | -2.1% |
| 7D | -2.3% | +0.8% | -3.1% | -2.6% |
| 30D | -6.6% | +19.8% | -26.4% | -12.5% |
| 3M | -8.9% | +25.7% | -34.7% | -16.2% |
| 6M | +11.9% | +5.4% | +6.4% | +8.0% |
| YTD | +8.3% | +0.2% | +8.1% | +4.9% |
| 1Y | +46.2% | +20.4% | +25.8% | +32.1% |
| 3Y | +151.9% | -32.1% | +184.0% | +157.3% |
| 5Y | +137.7% | -67.2% | +204.9% | +214.6% |
| 10Y | +757.6% | +31.7% | +725.8% | +561.1% |
| All | +13,507.3% | +551.4% | +12,955.9% | +5,245.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling