+136.8%
GOOGL vs GD
+97.9%
+38.9%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.8% | +0.7% | -0.5% |
| 7D | -2.3% | -5.3% | +3.0% | -0.5% |
| 30D | -6.6% | -6.4% | -0.1% | -4.5% |
| 3M | -8.9% | +5.7% | -14.7% | -11.0% |
| 6M | +11.9% | -0.9% | +12.8% | +11.8% |
| YTD | +8.3% | +8.2% | +0.2% | +4.5% |
| 1Y | +46.2% | +13.4% | +32.8% | +38.4% |
| 3Y | +151.9% | +68.5% | +83.4% | +97.0% |
| All | +136.8% | +97.9% | +38.9% | +65.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling