+11,484.7%
GOOGL vs EXC
+304.8%
+11,179.9%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.1% | +1.1% | +1.2% |
| 7D | +3.3% | -1.7% | +5.0% | +3.9% |
| 30D | -18.1% | +9.3% | -27.4% | -20.8% |
| 3M | -18.6% | +1.0% | -19.7% | -19.2% |
| 6M | -28.0% | +5.9% | -34.0% | -30.0% |
| YTD | -7.8% | +7.6% | -15.4% | -11.4% |
| 1Y | +3.6% | +2.4% | +1.2% | +1.3% |
| 3Y | +123.4% | +30.2% | +93.1% | +94.5% |
| 5Y | +95.3% | +41.4% | +54.0% | +63.0% |
| 10Y | +622.2% | +183.8% | +438.4% | +341.8% |
| All | +11,484.7% | +304.8% | +11,179.9% | +5,722.6% |
Cumulative growth
Daily Returns
Daily percentage return beside EXC.
Daily Out/Under-Performance
Portfolio return minus EXC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXC 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 EXC 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