+137.7%
GOOGL vs REPL
-53.9%
+191.6%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.8% | +1.8% | 0.0% |
| 7D | +1.1% | -5.7% | +6.8% | +1.2% |
| 30D | -4.4% | +22.5% | -26.9% | -5.0% |
| 3M | -6.8% | +64.7% | -71.5% | -9.2% |
| 6M | +13.6% | +83.0% | -69.5% | +8.0% |
| YTD | +8.3% | +52.0% | -43.6% | +3.4% |
| 1Y | +44.9% | +144.5% | -99.6% | +34.9% |
| 3Y | +150.5% | -25.1% | +175.5% | +137.5% |
| 5Y | +137.7% | -52.9% | +190.6% | +121.9% |
| All | +137.7% | -53.9% | +191.6% | +121.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling