+165.8%
GOOGL vs GGLL
+195.8%
-30.0%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +2.5% | -1.3% | -0.2% |
| 7D | +3.3% | +6.3% | -3.1% | -0.2% |
| 30D | -18.1% | -35.1% | +17.0% | +2.0% |
| 3M | -18.6% | -37.7% | +19.1% | +3.0% |
| 6M | -28.0% | -54.1% | +26.1% | +5.6% |
| YTD | -7.8% | -29.4% | +21.7% | +4.5% |
| 1Y | +3.6% | -13.4% | +17.0% | +3.7% |
| 3Y | +123.4% | +158.3% | -35.0% | +4.3% |
| All | +165.8% | +195.8% | -30.0% | +9.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling