+740.7%
GOOGL vs UL
+65.6%
+675.0%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.4% | +2.0% | +1.0% |
| 7D | -2.8% | -4.1% | +1.2% | -1.5% |
| 30D | -3.2% | -1.2% | -2.0% | -2.8% |
| 3M | -6.6% | +6.0% | -12.6% | -8.6% |
| 6M | +8.5% | -5.5% | +13.9% | +9.9% |
| YTD | +6.5% | -3.3% | +9.8% | +6.9% |
| 1Y | +39.4% | -9.8% | +49.2% | +42.9% |
| 3Y | +146.2% | +20.1% | +126.1% | +121.9% |
| 5Y | +138.3% | +19.2% | +119.2% | +111.4% |
| All | +740.7% | +65.6% | +675.0% | +588.0% |
Cumulative growth
Daily Returns
Daily percentage return beside UL.
Daily Out/Under-Performance
Portfolio return minus UL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UL 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 UL 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