+132.5%
GOOGL vs UL
+19.6%
+112.9%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.7% | -0.6% | -1.9% |
| 7D | -1.9% | -3.2% | +1.4% | -1.2% |
| 30D | -7.5% | -0.6% | -6.9% | -7.3% |
| 3M | -9.2% | +9.4% | -18.6% | -10.9% |
| 6M | +8.1% | -4.1% | +12.2% | +8.4% |
| YTD | +5.8% | -2.0% | +7.8% | +5.6% |
| 1Y | +38.3% | -9.0% | +47.3% | +40.0% |
| 3Y | +144.8% | +21.8% | +122.9% | +124.3% |
| 5Y | +132.5% | +20.6% | +112.0% | +100.8% |
| All | +132.5% | +19.6% | +112.9% | +100.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling