+740.7%
GOOGL vs EXPE
+165.2%
+575.5%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.6% | -1.0% | +0.2% |
| 7D | -2.8% | -8.7% | +5.8% | -0.8% |
| 30D | -3.2% | -13.6% | +10.4% | 0.0% |
| 3M | -6.6% | +26.6% | -33.3% | -12.2% |
| 6M | +8.5% | +19.9% | -11.5% | +2.9% |
| YTD | +6.5% | -1.7% | +8.2% | +4.8% |
| 1Y | +39.4% | +29.4% | +10.0% | +27.0% |
| 3Y | +146.2% | +155.7% | -9.5% | +81.1% |
| 5Y | +138.3% | +93.1% | +45.3% | +80.4% |
| All | +740.7% | +165.2% | +575.5% | +413.6% |
Cumulative growth
Daily Returns
Daily percentage return beside EXPE.
Daily Out/Under-Performance
Portfolio return minus EXPE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXPE 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 10y: compounded portfolio wealth divided by compounded EXPE 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…
10y analysis · Full analysis span regression · 6 months rolling