+613.7%
GOOGL vs GD
+178.9%
+434.9%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.6% | +1.4% | +1.0% |
| 7D | +1.8% | -5.0% | +6.7% | +3.8% |
| 30D | -18.8% | +8.9% | -27.7% | -22.0% |
| 3M | -20.3% | -8.0% | -12.3% | -18.0% |
| 6M | -28.4% | +2.9% | -31.3% | -29.9% |
| YTD | -8.8% | +7.1% | -15.9% | -12.9% |
| 1Y | +0.3% | +5.9% | -5.7% | -3.8% |
| 3Y | +120.7% | +53.9% | +66.9% | +75.8% |
| 5Y | +93.1% | +95.4% | -2.3% | +35.4% |
| All | +613.7% | +178.9% | +434.9% | +402.4% |
Cumulative growth
Daily Returns
Daily percentage return beside GD.
Daily Out/Under-Performance
Portfolio return minus GD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GD 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 GD 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