+2,087.5%
GOOGL vs FERG
+1,335.0%
+752.4%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | FERG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.9% | +0.9% | +0.1% |
| 7D | +1.1% | +3.4% | -2.3% | +0.6% |
| 30D | -4.4% | -11.5% | +7.1% | -3.0% |
| 3M | -6.8% | +1.3% | -8.1% | -7.0% |
| 6M | +13.6% | -1.0% | +14.5% | +13.6% |
| YTD | +8.3% | +3.2% | +5.1% | +7.8% |
| 1Y | +44.9% | -3.0% | +47.9% | +45.0% |
| 3Y | +150.5% | +55.0% | +95.4% | +135.0% |
| 5Y | +137.7% | +72.6% | +65.1% | +118.5% |
| 10Y | +750.9% | +358.9% | +392.0% | +647.8% |
| All | +2,087.5% | +1,335.0% | +752.4% | +1,742.9% |
Cumulative growth
Daily Returns
Daily percentage return beside FERG.
Daily Out/Under-Performance
Portfolio return minus FERG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FERG 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 1990-01-01 to 2026-09-08: compounded portfolio wealth divided by compounded FERG 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling