+525.2%
GOOGL vs IR
+332.9%
+192.3%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.3% | -0.7% | -0.9% |
| 7D | +3.9% | +2.5% | +1.3% | +3.0% |
| 30D | -14.9% | +9.2% | -24.1% | -17.7% |
| 3M | -14.6% | +0.9% | -15.5% | -15.3% |
| 6M | -26.4% | +19.2% | -45.7% | -31.5% |
| YTD | -5.3% | +7.5% | -12.8% | -9.5% |
| 1Y | +6.5% | +11.7% | -5.3% | +0.3% |
| 3Y | +126.0% | +23.9% | +102.1% | +100.7% |
| 5Y | +100.8% | +46.4% | +54.5% | +64.9% |
| All | +525.2% | +332.9% | +192.3% | +300.8% |
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