+150.5%
GOOGL vs FDS
-30.4%
+180.9%
-29.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -4.3% | +4.3% | +0.4% |
| 7D | +1.1% | -5.4% | +6.4% | +1.6% |
| 30D | -4.4% | +1.6% | -6.0% | -4.6% |
| 3M | -6.8% | +17.7% | -24.5% | -8.2% |
| 6M | +13.6% | +29.1% | -15.5% | +10.4% |
| YTD | +8.3% | +1.0% | +7.3% | +9.3% |
| 1Y | +44.9% | -21.6% | +66.6% | +56.1% |
| 3Y | +150.5% | -30.1% | +180.6% | +164.5% |
| All | +150.5% | -30.4% | +180.9% | +164.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling