+11,453.7%
GOOGL vs SPG
+1,077.5%
+10,376.2%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.6% | -0.9% | -0.4% |
| 7D | +2.6% | +5.6% | -3.0% | +1.1% |
| 30D | -18.3% | +17.6% | -35.9% | -22.0% |
| 3M | -19.6% | +7.5% | -27.0% | -21.3% |
| 6M | -28.2% | +18.5% | -46.8% | -31.7% |
| YTD | -8.0% | +30.9% | -38.9% | -15.0% |
| 1Y | -0.7% | +34.1% | -34.8% | -8.8% |
| 3Y | +118.8% | +135.5% | -16.7% | +69.9% |
| 5Y | +98.9% | +86.5% | +12.3% | +62.9% |
| 10Y | +643.6% | +116.1% | +527.5% | +429.9% |
| All | +11,453.7% | +1,077.5% | +10,376.2% | +3,882.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling