+152.6%
GOOGL vs ES
+32.6%
+120.0%
-29.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.6% | -0.5% | -1.1% |
| 7D | -2.3% | +0.3% | -2.6% | -2.3% |
| 30D | -6.6% | -2.0% | -4.6% | -6.6% |
| 3M | -8.9% | +1.7% | -10.6% | -9.0% |
| 6M | +11.9% | -3.5% | +15.4% | +11.5% |
| YTD | +8.3% | +7.9% | +0.4% | +8.7% |
| 1Y | +46.2% | +17.2% | +29.0% | +46.8% |
| All | +152.6% | +32.6% | +120.0% | +147.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling