+101.1%
GOOGL vs GIS
-33.3%
+134.5%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +2.4% | -3.4% | -0.8% |
| 7D | +3.9% | -3.4% | +7.2% | +3.7% |
| 30D | -14.9% | +6.9% | -21.8% | -14.6% |
| 3M | -14.6% | -10.1% | -4.4% | -14.8% |
| 6M | -26.4% | +5.9% | -32.3% | -25.9% |
| YTD | -5.3% | -21.1% | +15.8% | -6.8% |
| 1Y | +6.5% | -22.5% | +28.9% | +4.7% |
| 3Y | +126.0% | -39.0% | +165.0% | +119.4% |
| All | +101.1% | -33.3% | +134.5% | +88.9% |
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