+13,271.7%
GOOGL vs GFI
+564.7%
+12,707.0%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.9% | +3.5% | +0.8% |
| 7D | -2.8% | -5.1% | +2.3% | -2.5% |
| 30D | -3.2% | +13.4% | -16.6% | -4.1% |
| 3M | -6.6% | +36.2% | -42.8% | -8.7% |
| 6M | +8.5% | -9.8% | +18.3% | +8.7% |
| YTD | +6.5% | +7.7% | -1.2% | +5.1% |
| 1Y | +39.4% | +27.2% | +12.2% | +35.9% |
| 3Y | +146.2% | +300.3% | -154.1% | +119.9% |
| 5Y | +138.3% | +539.8% | -401.4% | +103.0% |
| 10Y | +751.7% | +1,058.5% | -306.8% | +568.0% |
| All | +13,271.7% | +564.7% | +12,707.0% | +9,321.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling