+13,507.3%
GOOGL vs UL
+545.5%
+12,961.8%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.1% | -1.0% | -1.1% |
| 7D | -2.3% | -1.3% | -0.9% | -1.7% |
| 30D | -6.6% | +0.5% | -7.0% | -6.7% |
| 3M | -8.9% | +17.6% | -26.6% | -15.2% |
| 6M | +11.9% | -5.4% | +17.2% | +13.8% |
| YTD | +8.3% | +0.7% | +7.6% | +7.0% |
| 1Y | +46.2% | -9.3% | +55.5% | +50.4% |
| 3Y | +151.9% | +24.5% | +127.3% | +120.5% |
| 5Y | +137.7% | +23.2% | +114.5% | +105.2% |
| 10Y | +757.6% | +64.5% | +693.1% | +525.8% |
| All | +13,507.3% | +545.5% | +12,961.8% | +5,932.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling