+138.3%
GOOGL vs XYZ
-68.7%
+207.1%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XYZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.4% | +1.0% | +0.7% |
| 7D | -2.8% | -5.2% | +2.3% | -1.6% |
| 30D | -3.2% | 0.0% | -3.2% | -3.4% |
| 3M | -6.6% | +18.7% | -25.3% | -10.8% |
| 6M | +8.5% | +20.5% | -12.1% | +2.8% |
| YTD | +6.5% | +21.5% | -15.0% | -0.2% |
| 1Y | +39.4% | +7.2% | +32.2% | +34.1% |
| 3Y | +146.2% | +49.0% | +97.2% | +105.0% |
| 5Y | +138.3% | -68.1% | +206.4% | +149.9% |
| All | +138.3% | -68.7% | +207.1% | +149.9% |
Cumulative growth
Daily Returns
Daily percentage return beside XYZ.
Daily Out/Under-Performance
Portfolio return minus XYZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XYZ 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 XYZ 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