+134.3%
GOOGL vs GFS
0.0%
+134.3%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-11 to 2026-09-11.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +2.2% | -0.4% | +1.3% |
| 7D | 0.0% | +3.8% | -3.8% | -0.8% |
| 30D | -1.4% | -11.7% | +10.3% | +1.2% |
| 3M | -5.3% | -41.8% | +36.4% | +5.6% |
| 6M | +9.8% | +6.6% | +3.1% | +3.5% |
| YTD | +8.4% | +34.6% | -26.3% | -5.3% |
| 1Y | +41.2% | +46.2% | -5.0% | +20.1% |
| 3Y | +149.6% | -20.3% | +169.9% | +140.7% |
| All | +134.3% | 0.0% | +134.3% | +112.1% |
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 2016-09-11 to 2026-09-11: 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…
2016-09-11 to 2026-09-11 analysis · Full analysis span regression · 6 months rolling