+11,791.0%
GOOGL vs XLB
+546.4%
+11,244.6%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.2% | -0.8% | -0.8% |
| 7D | +3.9% | +0.5% | +3.3% | +3.5% |
| 30D | -14.9% | +5.2% | -20.1% | -17.8% |
| 3M | -14.6% | +0.3% | -14.9% | -15.0% |
| 6M | -26.4% | +1.2% | -27.6% | -27.6% |
| YTD | -5.3% | +16.6% | -22.0% | -15.5% |
| 1Y | +6.5% | +21.4% | -15.0% | -7.6% |
| 3Y | +126.0% | +43.2% | +82.8% | +74.2% |
| 5Y | +100.8% | +28.0% | +72.8% | +66.9% |
| 10Y | +673.8% | +164.8% | +509.0% | +295.6% |
| All | +11,791.0% | +546.4% | +11,244.6% | +3,252.3% |
Cumulative growth
Daily Returns
Daily percentage return beside XLB.
Daily Out/Under-Performance
Portfolio return minus XLB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLB 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 all: compounded portfolio wealth divided by compounded XLB 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…
all analysis · Full analysis span regression · 6 months rolling