+746.7%
GOOGL vs V
+378.5%
+368.2%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | V | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.3% | -1.9% | -2.1% |
| 7D | -1.9% | -2.9% | +1.1% | -0.1% |
| 30D | -7.5% | +1.9% | -9.3% | -8.6% |
| 3M | -9.2% | +13.2% | -22.4% | -16.2% |
| 6M | +8.1% | +16.7% | -8.7% | -2.8% |
| YTD | +5.8% | +5.4% | +0.5% | +1.1% |
| 1Y | +38.3% | +7.7% | +30.7% | +29.5% |
| 3Y | +144.8% | +52.0% | +92.8% | +77.9% |
| 5Y | +132.5% | +67.7% | +64.8% | +54.9% |
| 10Y | +746.7% | +384.8% | +361.9% | +158.9% |
| All | +746.7% | +378.5% | +368.2% | +158.9% |
Cumulative growth
Daily Returns
Daily percentage return beside V.
Daily Out/Under-Performance
Portfolio return minus V return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × V 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 V 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