+622.2%
GOOGL vs FIVE
+596.6%
+25.6%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +5.6% | -4.4% | 0.0% |
| 7D | +3.3% | +6.2% | -2.9% | +2.0% |
| 30D | -18.1% | +18.2% | -36.2% | -21.0% |
| 3M | -18.6% | +3.8% | -22.5% | -19.6% |
| 6M | -28.0% | +13.7% | -41.7% | -30.8% |
| YTD | -7.8% | +34.7% | -42.5% | -14.8% |
| 1Y | +3.6% | +66.6% | -63.0% | -8.6% |
| 3Y | +123.4% | +44.3% | +79.1% | +91.9% |
| 5Y | +95.3% | +18.8% | +76.6% | +69.4% |
| 10Y | +622.2% | +569.2% | +53.0% | +413.5% |
| All | +622.2% | +596.6% | +25.6% | +413.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling