+13,507.3%
GOOGL vs USB
+350.2%
+13,157.1%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.3% | -0.9% | -1.0% |
| 7D | -2.3% | +1.4% | -3.7% | -2.7% |
| 30D | -6.6% | -1.3% | -5.2% | -6.2% |
| 3M | -8.9% | +15.2% | -24.2% | -13.2% |
| 6M | +11.9% | +18.8% | -7.0% | +5.4% |
| YTD | +8.3% | +21.0% | -12.7% | +1.2% |
| 1Y | +46.2% | +34.0% | +12.2% | +31.8% |
| 3Y | +151.9% | +95.3% | +56.5% | +96.0% |
| 5Y | +137.7% | +40.4% | +97.3% | +101.9% |
| 10Y | +757.6% | +107.3% | +650.2% | +505.3% |
| All | +13,507.3% | +350.2% | +13,157.1% | +7,355.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling