+755.6%
GOOGL vs GFI
+1,066.8%
-311.3%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.3% | +3.0% | +1.8% |
| 7D | 0.0% | -4.9% | +4.9% | +0.2% |
| 30D | -1.4% | +10.7% | -12.1% | -1.9% |
| 3M | -5.3% | +25.6% | -31.0% | -6.4% |
| 6M | +9.8% | -8.3% | +18.0% | +9.8% |
| YTD | +8.4% | +6.3% | +2.1% | +7.5% |
| 1Y | +41.2% | +22.1% | +19.1% | +39.1% |
| 3Y | +149.6% | +289.2% | -139.6% | +134.0% |
| 5Y | +142.6% | +531.7% | -389.1% | +122.2% |
| All | +755.6% | +1,066.8% | -311.3% | +721.7% |
Cumulative growth
Daily Returns
Daily percentage return beside GFI.
Daily Out/Under-Performance
Portfolio return minus GFI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GFI 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 GFI 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