+132.5%
GOOGL vs EWT
+152.9%
-20.4%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EWT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.2% | -2.5% | -2.4% |
| 7D | -1.9% | +2.1% | -4.0% | -3.1% |
| 30D | -7.5% | +9.4% | -16.8% | -12.6% |
| 3M | -9.2% | +10.9% | -20.0% | -16.1% |
| 6M | +8.1% | +57.9% | -49.9% | -23.2% |
| YTD | +5.8% | +75.9% | -70.1% | -30.9% |
| 1Y | +38.3% | +89.7% | -51.4% | -14.9% |
| 3Y | +144.8% | +200.9% | -56.1% | -1.6% |
| 5Y | +132.5% | +154.5% | -22.0% | +10.2% |
| All | +132.5% | +152.9% | -20.4% | +10.2% |
Cumulative growth
Daily Returns
Daily percentage return beside EWT.
Daily Out/Under-Performance
Portfolio return minus EWT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EWT 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 EWT 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