+138.3%
GOOGL vs GWW
+219.8%
-81.4%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.6% | +1.2% | +0.8% |
| 7D | -2.8% | -3.1% | +0.3% | -1.7% |
| 30D | -3.2% | -2.3% | -0.9% | -2.4% |
| 3M | -6.6% | -3.3% | -3.3% | -5.8% |
| 6M | +8.5% | +15.4% | -6.9% | +2.1% |
| YTD | +6.5% | +26.7% | -20.3% | -3.8% |
| 1Y | +39.4% | +29.0% | +10.5% | +24.8% |
| 3Y | +146.2% | +89.0% | +57.2% | +79.2% |
| 5Y | +138.3% | +221.8% | -83.4% | +31.2% |
| All | +138.3% | +219.8% | -81.4% | +31.2% |
Cumulative growth
Daily Returns
Daily percentage return beside GWW.
Daily Out/Under-Performance
Portfolio return minus GWW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GWW 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 5y: compounded portfolio wealth divided by compounded GWW 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…
5y analysis · Full analysis span regression · 6 months rolling