+101.1%
GOOGL vs GWW
+218.6%
-117.5%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.9% | -0.1% | -0.7% |
| 7D | +3.9% | +3.6% | +0.3% | +2.6% |
| 30D | -14.9% | +12.1% | -27.0% | -18.5% |
| 3M | -14.6% | +12.9% | -27.5% | -18.4% |
| 6M | -26.4% | +19.3% | -45.8% | -31.5% |
| YTD | -5.3% | +48.7% | -54.0% | -19.6% |
| 1Y | +6.5% | +60.5% | -54.1% | -12.5% |
| 3Y | +126.0% | +93.3% | +32.8% | +65.1% |
| All | +101.1% | +218.6% | -117.5% | +6.4% |
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