+11,349.2%
GOOGL vs F
+91.5%
+11,257.6%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | F | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.7% | +1.5% | +1.0% |
| 7D | +1.8% | +1.6% | +0.2% | +1.4% |
| 30D | -18.8% | +2.6% | -21.4% | -19.4% |
| 3M | -20.3% | -8.8% | -11.5% | -18.9% |
| 6M | -28.4% | +4.6% | -33.0% | -30.0% |
| YTD | -8.8% | -1.9% | -6.9% | -9.7% |
| 1Y | +0.3% | -0.8% | +1.0% | -1.1% |
| 3Y | +120.7% | +43.5% | +77.2% | +93.4% |
| 5Y | +93.1% | -12.1% | +105.2% | +85.4% |
| 10Y | +636.1% | +83.6% | +552.5% | +455.4% |
| All | +11,349.2% | +91.5% | +11,257.6% | +7,398.0% |
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