+667.7%
GOOGL vs GD
+174.7%
+493.0%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.1% | +2.2% | +2.1% |
| 7D | +1.6% | +0.6% | +0.9% | +1.3% |
| 30D | -16.8% | +9.5% | -26.3% | -20.2% |
| 3M | -14.6% | -5.8% | -8.7% | -12.9% |
| 6M | -24.4% | +7.7% | -32.1% | -27.4% |
| YTD | -6.1% | +11.1% | -17.1% | -11.6% |
| 1Y | +1.0% | +6.1% | -5.1% | -3.0% |
| 3Y | +123.4% | +59.8% | +63.6% | +75.0% |
| 5Y | +103.2% | +104.6% | -1.4% | +39.4% |
| 10Y | +667.7% | +170.6% | +497.2% | +399.0% |
| All | +667.7% | +174.7% | +493.0% | +399.0% |
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