-28.4%
GOOGL vs ES
+4.1%
-32.4%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.9% | +3.7% | 0.0% |
| 7D | +1.8% | +1.9% | -0.1% | +2.3% |
| 30D | -18.8% | +7.1% | -25.8% | -17.2% |
| 3M | -20.3% | -1.9% | -18.4% | -20.2% |
| 6M | -28.4% | +4.4% | -32.7% | -28.6% |
| All | -28.4% | +4.1% | -32.4% | -28.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling