+755.6%
GOOGL vs EME
+1,362.1%
-606.6%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +4.3% | -2.5% | +0.5% |
| 7D | 0.0% | +3.5% | -3.5% | -1.0% |
| 30D | -1.4% | -6.3% | +4.9% | +0.3% |
| 3M | -5.3% | -3.8% | -1.6% | -5.4% |
| 6M | +9.8% | +8.5% | +1.3% | +5.6% |
| YTD | +8.4% | +27.8% | -19.5% | -1.5% |
| 1Y | +41.2% | +22.2% | +19.0% | +28.5% |
| 3Y | +149.6% | +253.5% | -103.9% | +53.7% |
| 5Y | +142.6% | +578.6% | -436.1% | +16.6% |
| All | +755.6% | +1,362.1% | -606.6% | +220.3% |
Cumulative growth
Daily Returns
Daily percentage return beside EME.
Daily Out/Under-Performance
Portfolio return minus EME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EME 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 10y: compounded portfolio wealth divided by compounded EME 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…
10y analysis · Full analysis span regression · 6 months rolling