+740.7%
GOOGL vs FDS
+66.9%
+673.8%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -5.8% | +6.4% | +2.6% |
| 7D | -2.8% | -16.0% | +13.2% | +3.0% |
| 30D | -3.2% | -6.7% | +3.5% | -1.2% |
| 3M | -6.6% | +6.0% | -12.6% | -9.7% |
| 6M | +8.5% | +25.1% | -16.6% | -3.1% |
| YTD | +6.5% | -8.1% | +14.6% | +6.8% |
| 1Y | +39.4% | -26.0% | +65.4% | +51.8% |
| 3Y | +146.2% | -36.4% | +182.6% | +182.1% |
| 5Y | +138.3% | -27.7% | +166.1% | +154.2% |
| All | +740.7% | +66.9% | +673.8% | +515.1% |
Cumulative growth
Daily Returns
Daily percentage return beside FDS.
Daily Out/Under-Performance
Portfolio return minus FDS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FDS 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded FDS 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling