+667.7%
GOOGL vs ES
+92.3%
+575.4%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +1.3% | +0.8% | +1.8% |
| 7D | +1.6% | +0.1% | +1.5% | +1.5% |
| 30D | -16.8% | +6.7% | -23.5% | -18.0% |
| 3M | -14.6% | +0.3% | -14.9% | -14.8% |
| 6M | -24.4% | +7.4% | -31.8% | -25.9% |
| YTD | -6.1% | +8.4% | -14.5% | -8.2% |
| 1Y | +1.0% | +0.6% | +0.4% | 0.0% |
| 3Y | +123.4% | +50.6% | +72.8% | +94.2% |
| 5Y | +103.2% | +4.8% | +98.4% | +96.3% |
| 10Y | +667.7% | +93.1% | +574.6% | +545.9% |
| All | +667.7% | +92.3% | +575.4% | +545.9% |
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