+50.1%
GOOGL vs VG
-44.1%
+94.1%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +4.7% | -3.0% | +1.8% |
| 7D | +5.7% | +15.1% | -9.4% | +5.7% |
| 30D | -15.6% | -4.2% | -11.4% | -15.6% |
| 3M | -13.0% | -3.1% | -9.9% | -13.0% |
| 6M | -22.8% | +0.3% | -23.1% | -22.9% |
| YTD | -4.4% | +95.5% | -99.9% | -9.3% |
| 1Y | +4.5% | +64.4% | -60.0% | +0.1% |
| All | +50.1% | -44.1% | +94.1% | +51.5% |
Cumulative growth
Daily Returns
Daily percentage return beside VG.
Daily Out/Under-Performance
Portfolio return minus VG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VG 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 VG 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