+13,507.3%
GOOGL vs IT
+1,435.6%
+12,071.7%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -4.6% | +3.5% | +0.4% |
| 7D | -2.3% | -6.0% | +3.8% | -0.4% |
| 30D | -6.6% | 0.0% | -6.6% | -6.8% |
| 3M | -8.9% | +13.1% | -22.0% | -14.5% |
| 6M | +11.9% | +11.7% | +0.2% | +4.1% |
| YTD | +8.3% | -26.1% | +34.5% | +14.5% |
| 1Y | +46.2% | -21.3% | +67.5% | +49.6% |
| 3Y | +151.9% | -46.7% | +198.6% | +186.8% |
| 5Y | +137.7% | -40.5% | +178.2% | +157.3% |
| 10Y | +757.6% | +103.9% | +653.7% | +469.8% |
| All | +13,507.3% | +1,435.6% | +12,071.7% | +4,560.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling