+643.6%
GOOGL vs GPC
+85.0%
+558.6%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.7% | +0.5% | 0.0% |
| 7D | +2.6% | +0.4% | +2.3% | +2.5% |
| 30D | -18.3% | -1.8% | -16.5% | -18.0% |
| 3M | -19.6% | -6.6% | -13.0% | -18.2% |
| 6M | -28.2% | +21.3% | -49.5% | -33.0% |
| YTD | -8.0% | +4.3% | -12.3% | -10.9% |
| 1Y | -0.7% | +3.3% | -3.9% | -3.7% |
| 3Y | +118.8% | +0.8% | +118.0% | +106.3% |
| 5Y | +98.9% | +7.4% | +91.5% | +80.5% |
| 10Y | +643.6% | +79.2% | +564.4% | +451.1% |
| All | +643.6% | +85.0% | +558.6% | +451.1% |
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