+150.5%
GOOGL vs IR
+8.4%
+142.1%
-29.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.6% | +1.6% | +0.5% |
| 7D | +1.1% | +0.6% | +0.4% | +0.9% |
| 30D | -4.4% | -13.6% | +9.2% | -0.3% |
| 3M | -6.8% | +3.7% | -10.5% | -8.4% |
| 6M | +13.6% | -13.1% | +26.6% | +17.4% |
| YTD | +8.3% | -5.1% | +13.4% | +8.0% |
| 1Y | +44.9% | -6.5% | +51.4% | +44.9% |
| 3Y | +150.5% | +8.5% | +142.0% | +132.5% |
| All | +150.5% | +8.4% | +142.1% | +132.5% |
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