+92.9%
GOOGL vs FIVE
+14.2%
+78.7%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.4% | +1.2% | +0.9% |
| 7D | +1.8% | -0.3% | +2.0% | +1.8% |
| 30D | -18.8% | +17.7% | -36.4% | -21.4% |
| 3M | -20.3% | +4.0% | -24.3% | -21.3% |
| 6M | -28.4% | +2.6% | -31.0% | -29.5% |
| YTD | -8.8% | +27.6% | -36.4% | -14.5% |
| 1Y | +0.3% | +59.9% | -59.7% | -10.4% |
| 3Y | +120.7% | +35.8% | +85.0% | +97.2% |
| All | +92.9% | +14.2% | +78.7% | +71.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling