+126.0%
GOOGL vs GH
+584.3%
-458.2%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.0% | +1.1% | -0.8% |
| 7D | +3.9% | +0.6% | +3.3% | +3.8% |
| 30D | -14.9% | -6.9% | -8.0% | -14.4% |
| 3M | -14.6% | -4.9% | -9.6% | -14.4% |
| 6M | -26.4% | +54.1% | -80.5% | -30.3% |
| YTD | -5.3% | +48.5% | -53.8% | -10.5% |
| 1Y | +6.5% | +61.2% | -54.7% | -0.2% |
| 3Y | +126.0% | +570.3% | -444.3% | +84.1% |
| All | +126.0% | +584.3% | -458.2% | +84.1% |
Cumulative growth
Daily Returns
Daily percentage return beside GH.
Daily Out/Under-Performance
Portfolio return minus GH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GH 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 3y: compounded portfolio wealth divided by compounded GH 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…
3y analysis · Full analysis span regression · 6 months rolling