+92.9%
GOOGL vs F
-12.6%
+105.5%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | F | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.7% | +1.5% | +1.0% |
| 7D | +1.8% | +1.6% | +0.2% | +1.3% |
| 30D | -18.8% | +2.6% | -21.4% | -19.5% |
| 3M | -20.3% | -8.8% | -11.5% | -18.7% |
| 6M | -28.4% | +4.6% | -33.0% | -30.3% |
| YTD | -8.8% | -1.9% | -6.9% | -10.1% |
| 1Y | +0.3% | -0.8% | +1.0% | -1.5% |
| 3Y | +120.7% | +43.5% | +77.2% | +85.4% |
| All | +92.9% | -12.6% | +105.5% | +78.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling