+2,188.0%
GOOGL vs GM
+230.9%
+1,957.2%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.2% | +2.2% | +0.6% |
| 7D | +1.1% | +0.4% | +0.7% | +0.9% |
| 30D | -4.4% | -1.8% | -2.6% | -4.0% |
| 3M | -6.8% | +2.6% | -9.4% | -7.8% |
| 6M | +13.6% | +14.6% | -1.0% | +8.7% |
| YTD | +8.3% | +6.2% | +2.1% | +5.6% |
| 1Y | +44.9% | +48.7% | -3.7% | +27.4% |
| 3Y | +150.5% | +168.3% | -17.9% | +77.7% |
| 5Y | +137.7% | +82.8% | +54.9% | +84.1% |
| 10Y | +750.9% | +226.2% | +524.7% | +407.3% |
| All | +2,188.0% | +230.9% | +1,957.2% | +1,191.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling