+507.5%
GOOGL vs IR
+336.9%
+170.6%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.2% | +0.9% | +0.1% |
| 7D | +2.6% | +1.5% | +1.1% | +2.1% |
| 30D | -18.3% | +9.0% | -27.3% | -20.9% |
| 3M | -19.6% | -0.9% | -18.7% | -19.8% |
| 6M | -28.2% | +13.4% | -41.6% | -32.0% |
| YTD | -8.0% | +8.5% | -16.5% | -12.3% |
| 1Y | -0.7% | +11.3% | -11.9% | -6.3% |
| 3Y | +118.8% | +26.0% | +92.8% | +93.2% |
| 5Y | +98.9% | +47.9% | +51.0% | +62.8% |
| All | +507.5% | +336.9% | +170.6% | +288.3% |
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