+756.1%
GOOGL vs P
+469.1%
+287.0%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +3.5% | -2.8% | +0.1% |
| 7D | +1.8% | -23.8% | +25.6% | +6.9% |
| 30D | -18.8% | -36.6% | +17.9% | -11.7% |
| 3M | -20.3% | +10.9% | -31.2% | -23.6% |
| 6M | -28.4% | +30.0% | -58.4% | -34.8% |
| YTD | -8.8% | +44.4% | -53.2% | -19.7% |
| 1Y | +0.3% | +3.9% | -3.7% | -6.6% |
| 3Y | +120.7% | +176.6% | -55.9% | +54.1% |
| 5Y | +93.1% | +249.3% | -156.1% | +24.8% |
| 10Y | +636.1% | +726.9% | -90.8% | +292.9% |
| All | +756.1% | +469.1% | +287.0% | +352.7% |
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