+150.5%
GOOGL vs SPG
+112.2%
+38.3%
-29.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.2% | -1.2% | -0.3% |
| 7D | +1.1% | 0.0% | +1.1% | +1.1% |
| 30D | -4.4% | -4.9% | +0.5% | -3.2% |
| 3M | -6.8% | +3.3% | -10.1% | -7.8% |
| 6M | +13.6% | +11.2% | +2.4% | +10.1% |
| YTD | +8.3% | +17.1% | -8.7% | +3.6% |
| 1Y | +44.9% | +21.6% | +23.4% | +37.0% |
| 3Y | +150.5% | +111.9% | +38.6% | +103.7% |
| All | +150.5% | +112.2% | +38.3% | +103.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling