+38.3%
GOOGL vs SPG
+19.3%
+19.1%
-21.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -2.4% | +0.2% | -1.8% |
| 7D | -1.9% | -1.7% | -0.2% | -1.5% |
| 30D | -7.5% | -6.3% | -1.2% | -6.4% |
| 3M | -9.2% | -2.4% | -6.7% | -8.8% |
| 6M | +8.1% | +9.6% | -1.6% | +5.5% |
| YTD | +5.8% | +14.2% | -8.4% | +4.0% |
| 1Y | +38.3% | +19.3% | +19.0% | +36.4% |
| All | +38.3% | +19.3% | +19.1% | +36.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SPG.
Daily Out/Under-Performance
Portfolio return minus SPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPG 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 SPG 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