+11,791.0%
GOOGL vs IT
+1,482.8%
+10,308.2%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.7% | -1.7% | -1.2% |
| 7D | +3.9% | +1.1% | +2.8% | +3.5% |
| 30D | -14.9% | -1.8% | -13.1% | -15.3% |
| 3M | -14.6% | +4.8% | -19.4% | -17.4% |
| 6M | -26.4% | +33.0% | -59.5% | -35.9% |
| YTD | -5.3% | -23.8% | +18.5% | -2.5% |
| 1Y | +6.5% | -16.5% | +23.0% | +5.9% |
| 3Y | +126.0% | -53.6% | +179.7% | +168.6% |
| 5Y | +100.8% | -42.1% | +143.0% | +116.7% |
| 10Y | +673.8% | +90.1% | +583.7% | +419.5% |
| All | +11,791.0% | +1,482.8% | +10,308.2% | +3,869.0% |
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