+126.0%
GOOGL vs F
+45.8%
+80.2%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | F | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.1% | -1.1% | -1.0% |
| 7D | +3.9% | -3.1% | +7.0% | +4.4% |
| 30D | -14.9% | 0.0% | -15.0% | -15.0% |
| 3M | -14.6% | -13.2% | -1.3% | -12.6% |
| 6M | -26.4% | -10.2% | -16.2% | -25.6% |
| YTD | -5.3% | -4.9% | -0.4% | -5.9% |
| 1Y | +6.5% | -6.1% | +12.5% | +6.0% |
| 3Y | +126.0% | +46.0% | +80.1% | +111.7% |
| All | +126.0% | +45.8% | +80.2% | +111.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling