+616.9%
GOOGL vs USB
+92.8%
+524.1%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.5% | +1.3% | +0.9% |
| 7D | +1.8% | 0.0% | +1.8% | +1.8% |
| 30D | -18.8% | +5.8% | -24.6% | -20.4% |
| 3M | -20.3% | -6.0% | -14.4% | -18.9% |
| 6M | -28.4% | +7.8% | -36.1% | -30.4% |
| YTD | -8.8% | +14.6% | -23.4% | -13.4% |
| 1Y | +0.3% | +31.8% | -31.5% | -9.2% |
| 3Y | +120.7% | +91.5% | +29.2% | +73.2% |
| 5Y | +93.1% | +22.0% | +71.1% | +74.0% |
| All | +616.9% | +92.8% | +524.1% | +522.1% |
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