+700.7%
GOOGL vs GD
+165.4%
+535.2%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.1% | +2.9% | +2.2% |
| 7D | +5.7% | +1.9% | +3.8% | +4.9% |
| 30D | -15.6% | +9.2% | -24.8% | -19.0% |
| 3M | -13.0% | -7.5% | -5.5% | -10.6% |
| 6M | -22.8% | +5.8% | -28.6% | -25.3% |
| YTD | -4.4% | +9.8% | -14.2% | -9.6% |
| 1Y | +4.5% | +5.8% | -1.3% | +0.4% |
| 3Y | +127.4% | +58.0% | +69.4% | +78.8% |
| 5Y | +102.8% | +100.4% | +2.4% | +40.3% |
| All | +700.7% | +165.4% | +535.2% | +416.4% |
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