+692.8%
GOOGL vs ESI
+318.1%
+374.8%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.7% | -0.3% | -0.7% |
| 7D | +3.9% | +5.5% | -1.7% | +2.0% |
| 30D | -14.9% | -7.8% | -7.2% | -13.0% |
| 3M | -14.6% | -15.0% | +0.5% | -10.7% |
| 6M | -26.4% | -24.9% | -1.5% | -21.1% |
| YTD | -5.3% | +33.2% | -38.5% | -18.6% |
| 1Y | +6.5% | +24.9% | -18.5% | -6.5% |
| 3Y | +126.0% | +77.8% | +48.3% | +68.4% |
| 5Y | +100.8% | +37.1% | +63.7% | +61.4% |
| All | +692.8% | +318.1% | +374.8% | +340.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling