+46.1%
GOOGL vs FIVE
+66.7%
-20.6%
-21.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +5.1% | -6.3% | -1.7% |
| 7D | -2.3% | +4.3% | -6.6% | -2.8% |
| 30D | -6.6% | +12.5% | -19.1% | -7.9% |
| 3M | -9.0% | +31.2% | -40.2% | -12.0% |
| 6M | +11.8% | +14.4% | -2.6% | +10.3% |
| YTD | +8.3% | +33.9% | -25.6% | +3.3% |
| 1Y | +46.1% | +65.1% | -18.9% | +31.3% |
| All | +46.1% | +66.7% | -20.6% | +31.3% |
Cumulative growth
Daily Returns
Daily percentage return beside FIVE.
Daily Out/Under-Performance
Portfolio return minus FIVE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIVE 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 1y: compounded portfolio wealth divided by compounded FIVE 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…
1y analysis · Full analysis span regression · 6 months rolling