+598.9%
GOOGL vs IR
+274.4%
+324.6%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -2.0% | -0.2% | -1.6% |
| 7D | -1.9% | -1.9% | 0.0% | -1.2% |
| 30D | -7.5% | -15.0% | +7.6% | -2.3% |
| 3M | -9.2% | -0.4% | -8.7% | -9.5% |
| 6M | +8.1% | -15.0% | +23.1% | +13.2% |
| YTD | +5.8% | -7.1% | +12.9% | +6.8% |
| 1Y | +38.3% | -7.5% | +45.9% | +39.5% |
| 3Y | +144.8% | +6.3% | +138.5% | +129.7% |
| 5Y | +132.5% | +37.3% | +95.2% | +96.7% |
| All | +598.9% | +274.4% | +324.6% | +373.0% |
Cumulative growth
Daily Returns
Daily percentage return beside IR.
Daily Out/Under-Performance
Portfolio return minus IR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IR 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 IR 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