+11,791.0%
GOOGL vs SPG
+1,069.9%
+10,721.1%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.3% | -0.7% | -0.9% |
| 7D | +3.9% | +2.0% | +1.9% | +3.3% |
| 30D | -14.9% | +17.2% | -32.2% | -18.7% |
| 3M | -14.6% | +6.3% | -20.9% | -16.1% |
| 6M | -26.4% | +18.7% | -45.1% | -30.1% |
| YTD | -5.3% | +30.1% | -35.4% | -12.3% |
| 1Y | +6.5% | +32.8% | -26.3% | -2.0% |
| 3Y | +126.0% | +133.6% | -7.5% | +76.0% |
| 5Y | +100.8% | +84.4% | +16.4% | +65.1% |
| 10Y | +673.8% | +114.3% | +559.5% | +452.6% |
| All | +11,791.0% | +1,069.9% | +10,721.1% | +4,005.6% |
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 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