+11,697.7%
GOOGL vs EW
+3,634.5%
+8,063.3%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +1.7% | +0.4% | +1.6% |
| 7D | +1.6% | +6.5% | -4.9% | -0.3% |
| 30D | -16.8% | +22.5% | -39.3% | -21.8% |
| 3M | -14.6% | +13.0% | -27.6% | -17.9% |
| 6M | -24.4% | +37.1% | -61.5% | -31.5% |
| YTD | -6.1% | +24.1% | -30.2% | -12.6% |
| 1Y | +1.0% | +24.2% | -23.3% | -6.1% |
| 3Y | +123.4% | +64.8% | +58.6% | +82.4% |
| 5Y | +103.2% | -7.4% | +110.7% | +95.9% |
| 10Y | +667.7% | +248.8% | +418.9% | +405.6% |
| All | +11,697.7% | +3,634.5% | +8,063.3% | +3,412.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling