+11,697.7%
GOOGL vs FDS
+1,331.2%
+10,366.5%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +2.7% | -0.6% | +1.1% |
| 7D | +1.6% | -2.1% | +3.7% | +2.3% |
| 30D | -16.8% | +16.0% | -32.8% | -21.8% |
| 3M | -14.6% | +18.8% | -33.4% | -21.0% |
| 6M | -24.4% | +54.1% | -78.5% | -38.2% |
| YTD | -6.1% | +17.0% | -23.1% | -15.8% |
| 1Y | +1.0% | +25.5% | -24.5% | -12.5% |
| 3Y | +123.4% | -23.3% | +146.7% | +132.7% |
| 5Y | +103.2% | -22.6% | +125.9% | +109.3% |
| 10Y | +667.7% | +130.2% | +537.5% | +380.8% |
| All | +11,697.7% | +1,331.2% | +10,366.5% | +3,923.5% |
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 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