+227.4%
GOOGL vs EXE
+192.2%
+35.2%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.3% | -0.3% | -0.1% |
| 7D | +1.1% | -1.8% | +2.9% | +1.3% |
| 30D | -4.4% | +6.4% | -10.8% | -5.3% |
| 3M | -6.8% | +9.2% | -16.1% | -8.1% |
| 6M | +13.6% | -7.0% | +20.6% | +14.5% |
| YTD | +8.3% | -9.5% | +17.8% | +9.4% |
| 1Y | +44.9% | +6.2% | +38.7% | +42.4% |
| 3Y | +150.5% | +20.7% | +129.7% | +137.7% |
| 5Y | +137.7% | +103.6% | +34.1% | +111.6% |
| All | +227.4% | +192.2% | +35.2% | +183.3% |
Cumulative growth
Daily Returns
Daily percentage return beside EXE.
Daily Out/Under-Performance
Portfolio return minus EXE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXE 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 1990-01-01 to 2026-09-08: compounded portfolio wealth divided by compounded EXE 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling