+165.1%
GOOGL vs GGLL
+194.0%
-29.0%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.6% | +0.3% | +0.1% |
| 7D | +2.6% | +5.1% | -2.5% | -0.2% |
| 30D | -18.3% | -35.5% | +17.2% | +2.1% |
| 3M | -19.6% | -39.2% | +19.6% | +3.2% |
| 6M | -28.2% | -54.4% | +26.2% | +5.6% |
| YTD | -8.0% | -29.8% | +21.8% | +4.6% |
| 1Y | -0.7% | -20.4% | +19.7% | +4.4% |
| 3Y | +118.8% | +149.7% | -30.9% | +4.5% |
| All | +165.1% | +194.0% | -29.0% | +9.6% |
Cumulative growth
Daily Returns
Daily percentage return beside GGLL.
Daily Out/Under-Performance
Portfolio return minus GGLL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GGLL 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 GGLL 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