+138.3%
GOOGL vs SPYG
+82.6%
+55.8%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.8% | +1.4% | +1.5% |
| 7D | -2.8% | -1.8% | -1.0% | -0.9% |
| 30D | -3.2% | -1.9% | -1.3% | -1.3% |
| 3M | -6.6% | +5.2% | -11.8% | -11.5% |
| 6M | +8.5% | +15.6% | -7.1% | -7.1% |
| YTD | +6.5% | +12.4% | -5.9% | -6.3% |
| 1Y | +39.4% | +17.5% | +22.0% | +17.1% |
| 3Y | +146.2% | +98.1% | +48.1% | +14.5% |
| 5Y | +138.3% | +84.9% | +53.4% | +18.5% |
| All | +138.3% | +82.6% | +55.8% | +18.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling