+1,096.6%
GOOGL vs ESI
+200.4%
+896.2%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -2.1% | +3.9% | +2.3% |
| 7D | +5.7% | +8.3% | -2.6% | +3.7% |
| 30D | -15.6% | -10.4% | -5.1% | -13.6% |
| 3M | -13.0% | -13.2% | +0.2% | -10.7% |
| 6M | -22.8% | -23.9% | +1.1% | -19.0% |
| YTD | -4.4% | +34.2% | -38.6% | -13.5% |
| 1Y | +4.5% | +22.2% | -17.8% | -3.4% |
| 3Y | +127.4% | +79.2% | +48.2% | +88.3% |
| 5Y | +102.8% | +38.1% | +64.7% | +76.3% |
| 10Y | +681.5% | +323.6% | +357.9% | +443.6% |
| All | +1,096.6% | +200.4% | +896.2% | +779.1% |
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