+134.3%
GOOGL vs GFS
-3.7%
+138.0%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.5% | -2.6% | -1.4% |
| 7D | -2.3% | +1.0% | -3.3% | -2.5% |
| 30D | -6.6% | -8.6% | +2.0% | -5.1% |
| 3M | -8.9% | -46.5% | +37.6% | +3.3% |
| 6M | +11.9% | -4.8% | +16.7% | +8.3% |
| YTD | +8.3% | +29.7% | -21.3% | -4.5% |
| 1Y | +46.2% | +35.8% | +10.4% | +26.6% |
| 3Y | +151.9% | -18.3% | +170.2% | +140.5% |
| All | +134.3% | -3.7% | +138.0% | +113.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling