+126.0%
GOOGL vs GD
+58.2%
+67.9%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.1% | -1.1% | -1.0% |
| 7D | +3.9% | +2.7% | +1.2% | +3.5% |
| 30D | -14.9% | +8.6% | -23.5% | -16.4% |
| 3M | -14.6% | -7.1% | -7.5% | -13.2% |
| 6M | -26.4% | +7.5% | -33.9% | -27.8% |
| YTD | -5.3% | +9.9% | -15.2% | -7.9% |
| 1Y | +6.5% | +7.6% | -1.1% | +4.2% |
| 3Y | +126.0% | +56.2% | +69.8% | +110.3% |
| All | +126.0% | +58.2% | +67.9% | +110.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling