+126.0%
GOOGL vs VIG
+67.2%
+58.8%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | 0.0% | -1.0% | -1.0% |
| 7D | +3.9% | +3.5% | +0.4% | +0.6% |
| 30D | -14.9% | +4.9% | -19.9% | -18.9% |
| 3M | -14.6% | +2.5% | -17.1% | -16.7% |
| 6M | -26.4% | +11.0% | -37.5% | -33.8% |
| YTD | -5.3% | +16.0% | -21.3% | -18.3% |
| 1Y | +6.5% | +17.5% | -11.1% | -9.3% |
| 3Y | +126.0% | +67.0% | +59.0% | +50.3% |
| All | +126.0% | +67.2% | +58.8% | +50.3% |
Cumulative growth
Daily Returns
Daily percentage return beside VIG.
Daily Out/Under-Performance
Portfolio return minus VIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VIG 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 VIG 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