+4.4%
GOOGL vs ESI
+27.8%
-23.5%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -4.6% | +7.8% | +3.7% |
| 7D | -11.1% | -6.6% | -4.5% | -10.4% |
| 30D | -16.6% | -10.9% | -5.7% | -15.6% |
| 3M | -23.4% | -13.8% | -9.6% | -22.2% |
| 6M | -24.5% | -21.5% | -3.0% | -23.0% |
| YTD | -7.5% | +34.7% | -42.2% | -15.5% |
| 1Y | +4.4% | +24.9% | -20.5% | -2.5% |
| All | +4.4% | +27.8% | -23.5% | -2.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ESI.
Daily Out/Under-Performance
Portfolio return minus ESI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ESI 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 1y: compounded portfolio wealth divided by compounded ESI 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…
1y analysis · Full analysis span regression · 6 months rolling