+2,202.2%
GOOGL vs FIVE
+868.1%
+1,334.1%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +5.1% | -6.2% | -2.1% |
| 7D | -2.3% | +4.3% | -6.5% | -3.1% |
| 30D | -6.6% | +12.5% | -19.1% | -8.8% |
| 3M | -8.9% | +31.2% | -40.2% | -14.0% |
| 6M | +11.9% | +14.4% | -2.5% | +7.9% |
| YTD | +8.3% | +33.9% | -25.5% | +1.2% |
| 1Y | +46.2% | +65.1% | -18.8% | +30.5% |
| 3Y | +151.9% | +49.0% | +102.9% | +117.5% |
| 5Y | +137.7% | +30.3% | +107.4% | +105.0% |
| 10Y | +757.6% | +481.1% | +276.5% | +458.5% |
| All | +2,202.2% | +868.1% | +1,334.1% | +1,258.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling