+700.7%
GOOGL vs FIVE
+505.3%
+195.3%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.4% | +3.2% | +2.1% |
| 7D | +5.7% | +2.4% | +3.3% | +5.1% |
| 30D | -15.6% | +15.8% | -31.4% | -18.3% |
| 3M | -13.0% | +3.8% | -16.8% | -14.1% |
| 6M | -22.8% | +18.5% | -41.3% | -26.4% |
| YTD | -4.4% | +31.2% | -35.6% | -11.2% |
| 1Y | +4.5% | +61.8% | -57.4% | -7.4% |
| 3Y | +127.4% | +39.9% | +87.5% | +96.5% |
| 5Y | +102.8% | +18.3% | +84.5% | +75.8% |
| All | +700.7% | +505.3% | +195.3% | +454.9% |
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