+118.8%
GOOGL vs GS
+201.0%
-82.2%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.4% | -0.7% | -0.4% |
| 7D | +2.6% | +1.6% | +1.1% | +2.0% |
| 30D | -18.3% | +1.7% | -19.9% | -18.8% |
| 3M | -19.6% | -11.6% | -8.0% | -16.5% |
| 6M | -28.2% | -1.9% | -26.3% | -28.5% |
| YTD | -8.0% | +5.1% | -13.1% | -11.2% |
| 1Y | -0.7% | +16.4% | -17.1% | -7.7% |
| 3Y | +118.8% | +199.0% | -80.1% | +76.4% |
| All | +118.8% | +201.0% | -82.2% | +76.4% |
Cumulative growth
Daily Returns
Daily percentage return beside GS.
Daily Out/Under-Performance
Portfolio return minus GS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GS 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 GS 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