+173.4%
GOOGL vs S
-57.7%
+231.1%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.1% | -2.3% | -2.3% |
| 7D | -1.9% | -1.2% | -0.6% | -1.6% |
| 30D | -7.5% | -12.6% | +5.1% | -5.6% |
| 3M | -9.2% | +27.6% | -36.7% | -13.5% |
| 6M | +8.1% | +35.5% | -27.4% | +1.1% |
| YTD | +5.8% | +29.6% | -23.8% | -0.6% |
| 1Y | +38.3% | +8.1% | +30.2% | +33.5% |
| 3Y | +144.8% | +14.8% | +130.0% | +123.9% |
| 5Y | +132.5% | -70.6% | +203.1% | +141.7% |
| All | +173.4% | -57.7% | +231.1% | +174.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling