+138.3%
GOOGL vs GIS
-25.0%
+163.4%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -3.0% | +3.6% | +0.5% |
| 7D | -2.8% | -8.4% | +5.6% | -3.2% |
| 30D | -3.2% | -5.2% | +2.0% | -3.4% |
| 3M | -6.6% | +8.2% | -14.8% | -6.0% |
| 6M | +8.5% | -12.0% | +20.5% | +7.3% |
| YTD | +6.5% | -18.9% | +25.3% | +4.7% |
| 1Y | +39.4% | -23.6% | +63.0% | +36.7% |
| 3Y | +146.2% | -37.6% | +183.8% | +139.0% |
| 5Y | +138.3% | -25.2% | +163.5% | +127.0% |
| All | +138.3% | -25.0% | +163.4% | +127.0% |
Cumulative growth
Daily Returns
Daily percentage return beside GIS.
Daily Out/Under-Performance
Portfolio return minus GIS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GIS 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 5y: compounded portfolio wealth divided by compounded GIS 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…
5y analysis · Full analysis span regression · 6 months rolling