+4.4%
GOOGL vs S
+36.5%
-32.1%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +1.6% | +1.5% | +3.0% |
| 7D | -11.1% | -8.2% | -2.9% | -10.3% |
| 30D | -16.6% | -7.6% | -9.0% | -16.1% |
| 3M | -23.4% | +12.0% | -35.4% | -25.0% |
| 6M | -24.5% | +50.6% | -75.1% | -28.1% |
| YTD | -7.5% | +56.6% | -64.1% | -12.2% |
| 1Y | +4.4% | +39.2% | -34.9% | -0.8% |
| All | +4.4% | +36.5% | -32.1% | -0.8% |
Cumulative growth
Daily Returns
Daily percentage return beside S.
Daily Out/Under-Performance
Portfolio return minus S return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × S 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 1y: compounded portfolio wealth divided by compounded S 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…
1y analysis · Full analysis span regression · 6 months rolling