+23.1%
GOOGL vs Q
+78.4%
-55.3%
-21.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | Q | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +1.8% | -4.1% | -2.4% |
| 7D | -1.9% | +6.6% | -8.5% | -2.4% |
| 30D | -7.5% | -6.6% | -0.9% | -7.0% |
| 3M | -9.2% | -13.2% | +4.1% | -8.4% |
| 6M | +8.1% | +9.9% | -1.9% | +4.5% |
| YTD | +5.8% | +53.9% | -48.1% | -1.4% |
| All | +23.1% | +78.4% | -55.3% | +19.0% |
Cumulative growth
Daily Returns
Daily percentage return beside Q.
Daily Out/Under-Performance
Portfolio return minus Q return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × Q 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 Q 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