+145.2%
GOOGL vs GM
+168.3%
-23.1%
-29.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +2.8% | -2.2% | +0.2% |
| 7D | -2.8% | -1.1% | -1.8% | -2.7% |
| 30D | -3.2% | -3.4% | +0.2% | -2.7% |
| 3M | -6.6% | +8.7% | -15.3% | -7.9% |
| 6M | +8.5% | +15.4% | -7.0% | +6.0% |
| YTD | +6.5% | +6.6% | -0.1% | +4.9% |
| 1Y | +39.4% | +51.5% | -12.1% | +31.5% |
| All | +145.2% | +168.3% | -23.1% | +130.4% |
Cumulative growth
Daily Returns
Daily percentage return beside GM.
Daily Out/Under-Performance
Portfolio return minus GM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GM 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 GM 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