+1,255.9%
GOOGL vs ESI
+224.6%
+1,031.2%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +2.9% | -4.1% | -1.8% |
| 7D | -2.3% | +3.3% | -5.6% | -3.1% |
| 30D | -6.6% | -5.9% | -0.7% | -5.4% |
| 3M | -8.9% | -14.1% | +5.1% | -6.6% |
| 6M | +11.9% | +6.6% | +5.3% | +8.2% |
| YTD | +8.3% | +45.0% | -36.7% | -3.3% |
| 1Y | +46.2% | +41.5% | +4.8% | +31.0% |
| 3Y | +151.9% | +78.8% | +73.1% | +109.7% |
| 5Y | +137.7% | +70.9% | +66.8% | +98.5% |
| 10Y | +757.6% | +317.1% | +440.5% | +492.3% |
| All | +1,255.9% | +224.6% | +1,031.2% | +883.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling