+212.2%
GOOGL vs GGLL
+328.7%
-116.5%
-29.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.3% | +1.2% | +0.2% |
| 7D | -2.3% | -4.8% | +2.5% | +0.3% |
| 30D | -6.6% | -13.7% | +7.1% | +1.0% |
| 3M | -8.9% | -21.9% | +12.9% | +2.2% |
| 6M | +11.9% | +11.7% | +0.2% | +1.1% |
| YTD | +8.3% | +2.3% | +6.1% | +2.3% |
| 1Y | +46.2% | +76.2% | -30.0% | -0.2% |
| 3Y | +151.9% | +245.0% | -93.1% | +3.0% |
| All | +212.2% | +328.7% | -116.5% | +7.2% |
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