+143.8%
GOOGL vs IT
-52.2%
+196.0%
-29.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.7% | -0.6% | -2.1% |
| 7D | -1.9% | -9.1% | +7.3% | -0.9% |
| 30D | -7.5% | -12.2% | +4.7% | -6.2% |
| 3M | -9.2% | +7.8% | -17.0% | -10.1% |
| 6M | +8.1% | +2.0% | +6.1% | +7.5% |
| YTD | +5.8% | -32.7% | +38.6% | +13.1% |
| 1Y | +38.3% | -31.1% | +69.4% | +46.3% |
| All | +143.8% | -52.2% | +196.0% | +192.9% |
Cumulative growth
Daily Returns
Daily percentage return beside IT.
Daily Out/Under-Performance
Portfolio return minus IT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IT 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 IT 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