+692.8%
GOOGL vs GPC
+74.9%
+617.9%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.4% | -1.4% | -1.1% |
| 7D | +3.9% | +0.4% | +3.4% | +3.7% |
| 30D | -14.9% | -6.3% | -8.6% | -13.4% |
| 3M | -14.6% | -8.2% | -6.4% | -12.6% |
| 6M | -26.4% | +27.1% | -53.5% | -32.4% |
| YTD | -5.3% | +3.1% | -8.4% | -8.1% |
| 1Y | +6.5% | +0.1% | +6.4% | +4.3% |
| 3Y | +126.0% | +0.2% | +125.8% | +113.2% |
| 5Y | +100.8% | +4.9% | +96.0% | +83.6% |
| All | +692.8% | +74.9% | +617.9% | +487.4% |
Cumulative growth
Daily Returns
Daily percentage return beside GPC.
Daily Out/Under-Performance
Portfolio return minus GPC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GPC 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 10y: compounded portfolio wealth divided by compounded GPC 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…
10y analysis · Full analysis span regression · 6 months rolling