+132.5%
GOOGL vs VMC
+48.3%
+84.3%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -3.3% | +1.0% | -0.9% |
| 7D | -1.9% | -5.3% | +3.5% | +0.5% |
| 30D | -7.5% | -12.3% | +4.8% | -2.2% |
| 3M | -9.2% | -10.3% | +1.1% | -5.4% |
| 6M | +8.1% | -8.6% | +16.6% | +11.2% |
| YTD | +5.8% | -11.9% | +17.7% | +9.7% |
| 1Y | +38.3% | -13.9% | +52.3% | +44.6% |
| 3Y | +144.8% | +18.2% | +126.6% | +110.3% |
| 5Y | +132.5% | +47.7% | +84.8% | +71.3% |
| All | +132.5% | +48.3% | +84.3% | +71.3% |
Cumulative growth
Daily Returns
Daily percentage return beside VMC.
Daily Out/Under-Performance
Portfolio return minus VMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VMC 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 5y: compounded portfolio wealth divided by compounded VMC 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…
5y analysis · Full analysis span regression · 6 months rolling