+13,507.3%
GOOGL vs EXC
+287.0%
+13,220.3%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.1% | 0.0% | -0.7% |
| 7D | -2.3% | +0.3% | -2.6% | -2.4% |
| 30D | -6.6% | -3.7% | -2.8% | -5.4% |
| 3M | -8.9% | -1.3% | -7.7% | -8.9% |
| 6M | +11.9% | -9.7% | +21.6% | +15.1% |
| YTD | +8.3% | +2.9% | +5.5% | +6.1% |
| 1Y | +46.2% | +4.4% | +41.8% | +42.1% |
| 3Y | +151.9% | +22.2% | +129.7% | +124.9% |
| 5Y | +137.7% | +46.7% | +91.0% | +95.4% |
| 10Y | +757.6% | +155.3% | +602.2% | +446.4% |
| All | +13,507.3% | +287.0% | +13,220.3% | +6,870.0% |
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