+47.4%
GOOGL vs VG
-46.6%
+94.0%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +5.5% | -3.4% | +2.1% |
| 7D | +1.6% | +5.5% | -3.9% | +1.6% |
| 30D | -16.8% | -3.6% | -13.2% | -16.8% |
| 3M | -14.6% | -4.0% | -10.6% | -14.7% |
| 6M | -24.4% | +9.4% | -33.8% | -24.7% |
| YTD | -6.1% | +86.6% | -92.7% | -10.9% |
| 1Y | +1.0% | +69.5% | -68.5% | -3.7% |
| All | +47.4% | -46.6% | +94.0% | +48.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling