+138.3%
GOOGL vs EME
+540.8%
-402.5%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.8% | +1.4% | +0.8% |
| 7D | -2.8% | +0.9% | -3.8% | -3.1% |
| 30D | -3.2% | -8.4% | +5.2% | -1.2% |
| 3M | -6.6% | -3.6% | -3.0% | -6.7% |
| 6M | +8.5% | +3.6% | +4.9% | +6.2% |
| YTD | +6.5% | +22.5% | -16.0% | -1.2% |
| 1Y | +39.4% | +18.2% | +21.2% | +28.7% |
| 3Y | +146.2% | +238.4% | -92.2% | +52.9% |
| 5Y | +138.3% | +550.5% | -412.2% | +4.7% |
| All | +138.3% | +540.8% | -402.5% | +4.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling