+667.7%
GOOGL vs USB
+84.9%
+582.9%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.1% | +2.2% | +2.1% |
| 7D | +1.6% | -0.5% | +2.1% | +1.7% |
| 30D | -16.8% | +5.7% | -22.5% | -18.5% |
| 3M | -14.6% | -4.7% | -9.9% | -13.4% |
| 6M | -24.4% | +13.4% | -37.8% | -27.8% |
| YTD | -6.1% | +17.0% | -23.1% | -11.5% |
| 1Y | +1.0% | +32.4% | -31.4% | -8.7% |
| 3Y | +123.4% | +101.7% | +21.8% | +72.1% |
| 5Y | +103.2% | +24.4% | +78.8% | +81.9% |
| 10Y | +667.7% | +83.6% | +584.1% | +524.6% |
| All | +667.7% | +84.9% | +582.9% | +524.6% |
Cumulative growth
Daily Returns
Daily percentage return beside USB.
Daily Out/Under-Performance
Portfolio return minus USB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USB 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 USB 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