+120.7%
GOOGL vs IR
+27.4%
+93.3%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.4% | -0.6% | +0.4% |
| 7D | +1.8% | +3.7% | -1.9% | +0.8% |
| 30D | -18.8% | +7.4% | -26.2% | -20.4% |
| 3M | -20.3% | -5.9% | -14.4% | -19.0% |
| 6M | -28.4% | +5.6% | -33.9% | -29.9% |
| YTD | -8.8% | +4.8% | -13.7% | -11.7% |
| 1Y | +0.3% | +6.9% | -6.7% | -3.7% |
| 3Y | +120.7% | +27.6% | +93.2% | +107.8% |
| All | +120.7% | +27.4% | +93.3% | +107.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling