+123.4%
GOOGL vs GD
+58.6%
+64.8%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +2.3% | -1.1% | +0.9% |
| 7D | +3.3% | -3.0% | +6.3% | +3.7% |
| 30D | -18.1% | +9.3% | -27.4% | -19.6% |
| 3M | -18.6% | -7.2% | -11.4% | -17.3% |
| 6M | -28.0% | +5.5% | -33.5% | -29.1% |
| YTD | -7.8% | +9.5% | -17.3% | -10.2% |
| 1Y | +3.6% | +6.4% | -2.8% | +1.6% |
| 3Y | +123.4% | +59.8% | +63.5% | +107.4% |
| All | +123.4% | +58.6% | +64.8% | +107.4% |
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 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