+643.6%
GOOGL vs T
+55.0%
+588.6%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | T | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.6% | -0.9% | -0.4% |
| 7D | +2.6% | +2.6% | +0.1% | +2.1% |
| 30D | -18.3% | -1.1% | -17.2% | -18.2% |
| 3M | -19.6% | -7.7% | -11.8% | -18.5% |
| 6M | -28.2% | -10.6% | -17.6% | -26.9% |
| YTD | -8.0% | -7.5% | -0.5% | -7.8% |
| 1Y | -0.7% | -7.4% | +6.7% | -0.5% |
| 3Y | +118.8% | +63.1% | +55.7% | +78.9% |
| 5Y | +98.9% | +55.2% | +43.7% | +61.3% |
| 10Y | +643.6% | +58.8% | +584.8% | +477.3% |
| All | +643.6% | +55.0% | +588.6% | +477.3% |
Cumulative growth
Daily Returns
Daily percentage return beside T.
Daily Out/Under-Performance
Portfolio return minus T return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × T 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 10y: compounded portfolio wealth divided by compounded T 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…
10y analysis · Full analysis span regression · 6 months rolling