+11,349.2%
GOOGL vs M
+99.4%
+11,249.8%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -4.6% | +5.4% | +1.6% |
| 7D | +1.8% | -4.3% | +6.0% | +2.5% |
| 30D | -18.8% | +1.3% | -20.0% | -19.2% |
| 3M | -20.3% | -7.4% | -13.0% | -19.5% |
| 6M | -28.4% | +18.3% | -46.7% | -31.2% |
| YTD | -8.8% | +7.6% | -16.4% | -11.3% |
| 1Y | +0.3% | +17.4% | -17.1% | -4.2% |
| 3Y | +120.7% | +108.4% | +12.4% | +81.8% |
| 5Y | +93.1% | -10.6% | +103.7% | +78.0% |
| 10Y | +636.1% | -3.2% | +639.3% | +474.7% |
| All | +11,349.2% | +99.4% | +11,249.8% | +6,449.1% |
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