+750.9%
GOOGL vs P
+712.4%
+38.6%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.6% | -1.7% | -0.4% |
| 7D | +1.1% | +7.8% | -6.8% | -0.6% |
| 30D | -4.4% | +12.3% | -16.8% | -7.6% |
| 3M | -6.8% | +37.1% | -43.9% | -14.6% |
| 6M | +13.6% | +66.1% | -52.5% | -1.9% |
| YTD | +8.3% | +50.9% | -42.6% | -5.3% |
| 1Y | +44.9% | +27.2% | +17.7% | +29.3% |
| 3Y | +150.5% | +158.7% | -8.2% | +73.5% |
| 5Y | +137.7% | +291.1% | -153.4% | +43.4% |
| 10Y | +750.9% | +715.0% | +35.9% | +311.5% |
| All | +750.9% | +712.4% | +38.6% | +311.5% |
Cumulative growth
Daily Returns
Daily percentage return beside P.
Daily Out/Under-Performance
Portfolio return minus P return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × P 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 10y: compounded portfolio wealth divided by compounded P 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…
10y analysis · Full analysis span regression · 6 months rolling