+643.6%
GOOGL vs USB
+87.1%
+556.6%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.3% | +0.1% | -0.2% |
| 7D | +2.6% | +1.4% | +1.2% | +2.2% |
| 30D | -18.3% | +6.4% | -24.7% | -20.1% |
| 3M | -19.6% | -4.5% | -15.1% | -18.5% |
| 6M | -28.2% | +11.4% | -39.6% | -31.0% |
| YTD | -8.0% | +17.1% | -25.1% | -13.3% |
| 1Y | -0.7% | +32.6% | -33.3% | -10.3% |
| 3Y | +118.8% | +101.8% | +17.0% | +68.5% |
| 5Y | +98.9% | +25.1% | +73.7% | +77.6% |
| 10Y | +643.6% | +84.9% | +558.8% | +511.5% |
| All | +643.6% | +87.1% | +556.6% | +511.5% |
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