+457.3%
GOOGL vs REPL
-9.7%
+467.0%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -2.2% | -0.1% | -2.2% |
| 7D | -1.9% | -9.6% | +7.7% | -1.5% |
| 30D | -7.5% | +5.7% | -13.2% | -7.7% |
| 3M | -9.2% | +56.4% | -65.6% | -12.5% |
| 6M | +8.1% | +67.4% | -59.4% | +0.1% |
| YTD | +5.8% | +48.7% | -42.8% | -1.7% |
| 1Y | +38.3% | +148.3% | -109.9% | +22.6% |
| 3Y | +144.8% | -26.7% | +171.4% | +110.6% |
| 5Y | +132.5% | -54.1% | +186.7% | +103.4% |
| All | +457.3% | -9.7% | +467.0% | +292.8% |
Cumulative growth
Daily Returns
Daily percentage return beside REPL.
Daily Out/Under-Performance
Portfolio return minus REPL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × REPL 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 REPL 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