+615.5%
GOOGL vs IR
+288.5%
+326.9%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.3% | -2.4% | -1.5% |
| 7D | -2.3% | -2.8% | +0.5% | -1.3% |
| 30D | -6.6% | -15.1% | +8.6% | -1.3% |
| 3M | -8.9% | +6.1% | -15.0% | -11.3% |
| 6M | +11.9% | -16.8% | +28.7% | +18.0% |
| YTD | +8.3% | -3.5% | +11.9% | +8.0% |
| 1Y | +46.2% | -3.5% | +49.7% | +45.2% |
| 3Y | +151.9% | +9.5% | +142.4% | +133.9% |
| 5Y | +137.7% | +45.1% | +92.6% | +97.5% |
| All | +615.5% | +288.5% | +326.9% | +378.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling