+370.9%
GOOGL vs U
-44.5%
+415.4%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | U | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.0% | -0.1% | -1.0% |
| 7D | -2.3% | -3.8% | +1.5% | -1.7% |
| 30D | -6.6% | +17.5% | -24.0% | -9.2% |
| 3M | -8.9% | +38.7% | -47.7% | -14.1% |
| 6M | +11.9% | +104.4% | -92.5% | -1.3% |
| YTD | +8.3% | -5.7% | +14.0% | +6.2% |
| 1Y | +46.2% | +3.7% | +42.5% | +39.7% |
| 3Y | +151.9% | +12.3% | +139.5% | +123.2% |
| 5Y | +137.7% | -68.8% | +206.5% | +126.6% |
| All | +370.9% | -44.5% | +415.4% | +317.5% |
Cumulative growth
Daily Returns
Daily percentage return beside U.
Daily Out/Under-Performance
Portfolio return minus U return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × U 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 U 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