+11,908.8%
GOOGL vs FDS
+1,317.7%
+10,591.1%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.9% | +2.7% | +2.1% |
| 7D | +5.7% | -2.6% | +8.3% | +6.7% |
| 30D | -15.6% | +14.1% | -29.6% | -20.1% |
| 3M | -13.0% | +19.8% | -32.8% | -19.8% |
| 6M | -22.8% | +55.0% | -77.7% | -37.1% |
| YTD | -4.4% | +15.9% | -20.3% | -14.0% |
| 1Y | +4.5% | +24.2% | -19.7% | -9.2% |
| 3Y | +127.4% | -24.0% | +151.5% | +137.7% |
| 5Y | +102.8% | -23.3% | +126.2% | +109.6% |
| 10Y | +681.5% | +128.0% | +553.4% | +391.1% |
| All | +11,908.8% | +1,317.7% | +10,591.1% | +4,009.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling