+137.6%
GOOGL vs S
-49.1%
+186.7%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.4% | +0.1% | -0.2% |
| 7D | +2.6% | +1.4% | +1.2% | +2.3% |
| 30D | -18.3% | -10.8% | -7.5% | -16.9% |
| 3M | -19.6% | +5.4% | -25.0% | -21.2% |
| 6M | -28.2% | +41.2% | -69.4% | -33.5% |
| YTD | -8.0% | +56.2% | -64.2% | -17.0% |
| 1Y | -0.7% | +36.3% | -37.0% | -8.5% |
| 3Y | +118.8% | +49.4% | +69.4% | +89.6% |
| 5Y | +98.9% | -66.9% | +165.7% | +100.9% |
| All | +137.6% | -49.1% | +186.7% | +128.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling