+622.2%
GOOGL vs F
+88.0%
+534.2%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | F | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.6% | +0.5% | +1.0% |
| 7D | +3.3% | -0.6% | +3.9% | +3.4% |
| 30D | -18.1% | +2.9% | -20.9% | -18.8% |
| 3M | -18.6% | -9.5% | -9.1% | -16.9% |
| 6M | -28.0% | +4.0% | -32.0% | -29.7% |
| YTD | -7.8% | -1.3% | -6.5% | -9.0% |
| 1Y | +3.6% | -1.9% | +5.5% | +2.4% |
| 3Y | +123.4% | +53.5% | +69.9% | +89.2% |
| 5Y | +95.3% | -15.1% | +110.5% | +86.6% |
| 10Y | +622.2% | +81.0% | +541.2% | +419.1% |
| All | +622.2% | +88.0% | +534.2% | +419.1% |
Cumulative growth
Daily Returns
Daily percentage return beside F.
Daily Out/Under-Performance
Portfolio return minus F return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × F 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 F 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