+4.5%
GOOGL vs SPG
+32.6%
-28.1%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.5% | +2.3% | +1.9% |
| 7D | +5.7% | +3.1% | +2.6% | +5.2% |
| 30D | -15.6% | +16.4% | -32.0% | -17.6% |
| 3M | -13.0% | +7.1% | -20.1% | -13.4% |
| 6M | -22.8% | +16.1% | -38.9% | -25.1% |
| YTD | -4.4% | +30.4% | -34.8% | -9.6% |
| 1Y | +4.5% | +33.0% | -28.5% | -1.6% |
| All | +4.5% | +32.6% | -28.1% | -1.6% |
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