+149.6%
GOOGL vs GPN
-27.6%
+177.2%
-29.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GPN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.3% | +2.1% | +1.8% |
| 7D | 0.0% | -4.6% | +4.6% | +1.0% |
| 30D | -1.4% | -0.3% | -1.1% | -1.4% |
| 3M | -5.3% | +35.4% | -40.8% | -11.3% |
| 6M | +9.8% | +21.7% | -11.9% | +4.8% |
| YTD | +8.4% | +14.9% | -6.5% | +4.3% |
| 1Y | +41.2% | +3.2% | +38.0% | +38.8% |
| 3Y | +149.6% | -27.1% | +176.7% | +165.0% |
| All | +149.6% | -27.6% | +177.2% | +165.0% |
Cumulative growth
Daily Returns
Daily percentage return beside GPN.
Daily Out/Under-Performance
Portfolio return minus GPN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GPN 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 GPN 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