+667.7%
GOOGL vs Z
-14.8%
+682.5%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +1.7% | +0.4% | +1.8% |
| 7D | +1.6% | -13.1% | +14.6% | +4.3% |
| 30D | -16.8% | +5.9% | -22.7% | -18.3% |
| 3M | -14.6% | -13.7% | -0.9% | -12.9% |
| 6M | -24.4% | -27.1% | +2.7% | -20.4% |
| YTD | -6.1% | -56.8% | +50.7% | +9.1% |
| 1Y | +1.0% | -60.2% | +61.2% | +19.1% |
| 3Y | +123.4% | -19.7% | +143.1% | +118.5% |
| 5Y | +103.2% | -53.7% | +156.9% | +112.1% |
| 10Y | +667.7% | -16.9% | +684.6% | +536.3% |
| All | +667.7% | -14.8% | +682.5% | +536.3% |
Cumulative growth
Daily Returns
Daily percentage return beside Z.
Daily Out/Under-Performance
Portfolio return minus Z return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × Z 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 10y: compounded portfolio wealth divided by compounded Z 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…
10y analysis · Full analysis span regression · 6 months rolling