+98.9%
GOOGL vs EW
-13.2%
+112.0%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.7% | +0.4% | -0.1% |
| 7D | +2.6% | +9.3% | -6.6% | 0.0% |
| 30D | -18.3% | +22.1% | -40.3% | -23.1% |
| 3M | -19.6% | +13.0% | -32.6% | -22.6% |
| 6M | -28.2% | +30.1% | -58.3% | -33.9% |
| YTD | -8.0% | +22.0% | -30.0% | -13.9% |
| 1Y | -0.7% | +23.7% | -24.4% | -7.5% |
| 3Y | +118.8% | +62.0% | +56.8% | +73.1% |
| 5Y | +98.9% | -12.4% | +111.3% | +105.2% |
| All | +98.9% | -13.2% | +112.0% | +105.2% |
Cumulative growth
Daily Returns
Daily percentage return beside EW.
Daily Out/Under-Performance
Portfolio return minus EW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EW 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 5y: compounded portfolio wealth divided by compounded EW 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…
5y analysis · Full analysis span regression · 6 months rolling