+130.2%
GOOGL vs GFS
-2.1%
+132.3%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | 0.0% | +0.6% | +0.6% |
| 7D | -2.8% | +3.2% | -6.0% | -3.5% |
| 30D | -3.2% | -9.6% | +6.4% | -1.2% |
| 3M | -6.6% | -38.5% | +31.9% | +2.7% |
| 6M | +8.5% | -1.3% | +9.8% | +4.1% |
| YTD | +6.5% | +31.8% | -25.3% | -6.5% |
| 1Y | +39.4% | +44.6% | -5.1% | +18.8% |
| 3Y | +146.2% | -20.6% | +166.8% | +137.3% |
| All | +130.2% | -2.1% | +132.3% | +109.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling