+11,484.7%
GOOGL vs M
+115.5%
+11,369.1%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +8.1% | -6.9% | -0.3% |
| 7D | +3.3% | +2.5% | +0.7% | +2.7% |
| 30D | -18.1% | +10.1% | -28.1% | -19.8% |
| 3M | -18.6% | -0.9% | -17.7% | -18.9% |
| 6M | -28.0% | +30.2% | -58.2% | -32.1% |
| YTD | -7.8% | +16.3% | -24.1% | -11.6% |
| 1Y | +3.6% | +27.0% | -23.4% | -2.5% |
| 3Y | +123.4% | +154.5% | -31.1% | +77.3% |
| 5Y | +95.3% | -1.1% | +96.4% | +76.7% |
| 10Y | +622.2% | +0.5% | +621.7% | +461.5% |
| All | +11,484.7% | +115.5% | +11,369.1% | +6,428.6% |
Cumulative growth
Daily Returns
Daily percentage return beside M.
Daily Out/Under-Performance
Portfolio return minus M return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × M 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 M 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