+622.2%
GOOGL vs ES
+82.6%
+539.6%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.5% | +1.7% | +1.3% |
| 7D | +3.3% | -0.1% | +3.4% | +3.3% |
| 30D | -18.1% | +5.7% | -23.8% | -19.1% |
| 3M | -18.6% | -2.8% | -15.8% | -18.3% |
| 6M | -28.0% | +7.0% | -35.0% | -29.4% |
| YTD | -7.8% | +6.8% | -14.5% | -9.6% |
| 1Y | +3.6% | -0.5% | +4.1% | +2.7% |
| 3Y | +123.4% | +47.2% | +76.2% | +95.1% |
| 5Y | +95.3% | +2.3% | +93.1% | +89.7% |
| 10Y | +622.2% | +85.6% | +536.5% | +506.1% |
| All | +622.2% | +82.6% | +539.6% | +506.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ES.
Daily Out/Under-Performance
Portfolio return minus ES return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ES 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 ES 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