+44.9%
GOOGL vs F
+24.7%
+20.2%
-21.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | F | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -4.2% | +4.2% | +0.7% |
| 7D | +1.1% | +1.2% | -0.1% | +0.8% |
| 30D | -4.4% | +1.2% | -5.7% | -4.7% |
| 3M | -6.8% | -5.7% | -1.2% | -6.0% |
| 6M | +13.6% | +17.9% | -4.4% | +8.0% |
| YTD | +8.3% | +10.4% | -2.1% | +3.9% |
| 1Y | +44.9% | +25.3% | +19.6% | +37.5% |
| All | +44.9% | +24.7% | +20.2% | +37.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling