+13,507.3%
GOOGL vs FDS
+1,190.5%
+12,316.8%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -3.5% | +2.4% | +0.2% |
| 7D | -2.3% | -1.9% | -0.4% | -1.6% |
| 30D | -6.6% | +9.0% | -15.6% | -9.8% |
| 3M | -8.9% | +18.9% | -27.8% | -16.1% |
| 6M | +11.9% | +35.1% | -23.3% | -3.6% |
| YTD | +8.3% | +5.5% | +2.8% | +2.1% |
| 1Y | +46.2% | -16.8% | +63.0% | +50.0% |
| 3Y | +151.9% | -28.1% | +179.9% | +171.0% |
| 5Y | +137.7% | -17.4% | +155.1% | +138.9% |
| 10Y | +757.6% | +85.4% | +672.1% | +490.0% |
| All | +13,507.3% | +1,190.5% | +12,316.8% | +4,777.6% |
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