+4.4%
GOOGL vs GFS
+15.5%
-11.1%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -5.9% | +9.1% | +3.6% |
| 7D | -11.1% | -12.5% | +1.4% | -10.3% |
| 30D | -16.6% | -16.9% | +0.3% | -15.6% |
| 3M | -23.4% | -22.3% | -1.2% | -22.3% |
| 6M | -24.5% | -40.2% | +15.7% | -22.8% |
| YTD | -7.5% | +16.0% | -23.5% | -16.4% |
| 1Y | +4.4% | +17.7% | -13.3% | -7.4% |
| All | +4.4% | +15.5% | -11.1% | -7.4% |
Cumulative growth
Daily Returns
Daily percentage return beside GFS.
Daily Out/Under-Performance
Portfolio return minus GFS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GFS 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 1y: compounded portfolio wealth divided by compounded GFS 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…
1y analysis · Full analysis span regression · 6 months rolling