+692.8%
GOOGL vs EMR
+277.9%
+415.0%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.3% | -0.7% | -0.8% |
| 7D | +3.9% | +2.5% | +1.4% | +2.7% |
| 30D | -14.9% | +3.3% | -18.2% | -16.3% |
| 3M | -14.6% | +1.7% | -16.2% | -15.5% |
| 6M | -26.4% | +21.7% | -48.1% | -33.2% |
| YTD | -5.3% | +26.8% | -32.1% | -16.6% |
| 1Y | +6.5% | +31.6% | -25.1% | -7.8% |
| 3Y | +126.0% | +102.5% | +23.5% | +56.7% |
| 5Y | +100.8% | +87.5% | +13.3% | +43.1% |
| All | +692.8% | +277.9% | +415.0% | +328.8% |
Cumulative growth
Daily Returns
Daily percentage return beside EMR.
Daily Out/Under-Performance
Portfolio return minus EMR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EMR 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 EMR 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