+128.9%
GOOGL vs GFS
-2.1%
+131.0%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +1.9% | -4.2% | -2.7% |
| 7D | -1.9% | +4.5% | -6.4% | -2.8% |
| 30D | -7.5% | -8.2% | +0.7% | -5.9% |
| 3M | -9.2% | -38.9% | +29.7% | +0.1% |
| 6M | +8.1% | -2.9% | +10.9% | +4.2% |
| YTD | +5.8% | +31.8% | -25.9% | -7.1% |
| 1Y | +38.3% | +43.1% | -4.8% | +18.2% |
| 3Y | +144.8% | -20.6% | +165.4% | +135.9% |
| All | +128.9% | -2.1% | +131.0% | +108.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling