+917.5%
GOOGL vs P
+485.4%
+432.1%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.4% | -2.5% | -1.4% |
| 7D | -2.3% | +6.5% | -8.8% | -3.6% |
| 30D | -6.6% | +18.8% | -25.4% | -10.5% |
| 3M | -8.9% | +26.7% | -35.7% | -14.6% |
| 6M | +11.9% | +62.2% | -50.3% | -1.8% |
| YTD | +8.3% | +48.5% | -40.2% | -3.9% |
| 1Y | +46.2% | +26.4% | +19.8% | +31.9% |
| 3Y | +151.9% | +159.4% | -7.5% | +80.9% |
| 5Y | +137.7% | +275.8% | -138.1% | +53.0% |
| 10Y | +757.6% | +732.0% | +25.5% | +361.3% |
| All | +917.5% | +485.4% | +432.1% | +441.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling