+13,507.3%
GOOGL vs F
+125.1%
+13,382.2%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | F | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.5% | -2.6% | -1.5% |
| 7D | -2.3% | +5.3% | -7.6% | -3.5% |
| 30D | -6.6% | +4.6% | -11.1% | -7.7% |
| 3M | -8.9% | -3.7% | -5.3% | -8.4% |
| 6M | +11.9% | +16.8% | -4.9% | +6.7% |
| YTD | +8.3% | +15.3% | -7.0% | +3.5% |
| 1Y | +46.2% | +31.0% | +15.2% | +34.8% |
| 3Y | +151.9% | +45.4% | +106.4% | +120.1% |
| 5Y | +137.7% | +54.7% | +83.0% | +99.1% |
| 10Y | +757.6% | +98.2% | +659.3% | +536.5% |
| All | +13,507.3% | +125.1% | +13,382.2% | +8,496.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling