+745.8%
GOOGL vs RF
+347.6%
+398.1%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.1% | -1.0% | -1.1% |
| 7D | -2.3% | +1.3% | -3.6% | -2.6% |
| 30D | -6.6% | -3.6% | -2.9% | -5.6% |
| 3M | -8.9% | +8.1% | -17.0% | -10.9% |
| 6M | +11.9% | +11.5% | +0.4% | +8.4% |
| YTD | +8.3% | +15.6% | -7.2% | +3.7% |
| 1Y | +46.2% | +15.7% | +30.5% | +39.6% |
| 3Y | +151.9% | +86.9% | +65.0% | +107.0% |
| 5Y | +137.7% | +89.8% | +47.9% | +91.3% |
| All | +745.8% | +347.6% | +398.1% | +443.8% |
Cumulative growth
Daily Returns
Daily percentage return beside RF.
Daily Out/Under-Performance
Portfolio return minus RF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RF 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 RF 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