+13,193.3%
GOOGL vs SPYG
+1,308.9%
+11,884.4%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-09.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.4% | -1.9% | -1.9% |
| 7D | -1.9% | +0.3% | -2.2% | -2.2% |
| 30D | -7.5% | -1.7% | -5.8% | -5.8% |
| 3M | -9.2% | +3.6% | -12.8% | -12.5% |
| 6M | +8.1% | +16.6% | -8.5% | -8.0% |
| YTD | +5.8% | +13.4% | -7.5% | -7.4% |
| 1Y | +38.3% | +19.6% | +18.8% | +14.6% |
| 3Y | +144.8% | +99.8% | +45.0% | +17.9% |
| 5Y | +132.5% | +85.0% | +47.6% | +22.9% |
| 10Y | +746.7% | +422.1% | +324.6% | +58.1% |
| All | +13,193.3% | +1,308.9% | +11,884.4% | +986.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SPYG.
Daily Out/Under-Performance
Portfolio return minus SPYG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPYG 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 1990-01-01 to 2026-09-09: compounded portfolio wealth divided by compounded SPYG 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…
1990-01-01 to 2026-09-09 analysis · Full analysis span regression · 6 months rolling