+13,507.3%
GOOGL vs RF
+96.7%
+13,410.6%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.1% | -1.0% | -1.1% |
| 7D | -2.3% | +1.3% | -3.6% | -2.5% |
| 30D | -6.6% | -3.6% | -2.9% | -5.9% |
| 3M | -8.9% | +8.1% | -17.0% | -10.4% |
| 6M | +11.9% | +11.5% | +0.4% | +9.4% |
| YTD | +8.3% | +15.6% | -7.2% | +5.1% |
| 1Y | +46.2% | +15.7% | +30.5% | +41.5% |
| 3Y | +151.9% | +86.9% | +65.0% | +119.6% |
| 5Y | +137.7% | +89.8% | +47.9% | +104.3% |
| 10Y | +757.6% | +344.7% | +412.9% | +503.0% |
| All | +13,507.3% | +96.7% | +13,410.6% | +9,726.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling