+746.7%
GOOGL vs Z
-5.7%
+752.4%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.7% | -1.6% | -2.1% |
| 7D | -1.9% | -7.1% | +5.2% | -0.4% |
| 30D | -7.5% | -4.8% | -2.7% | -6.7% |
| 3M | -9.2% | -9.3% | +0.2% | -7.7% |
| 6M | +8.1% | -29.0% | +37.0% | +15.0% |
| YTD | +5.8% | -52.9% | +58.7% | +21.7% |
| 1Y | +38.3% | -63.1% | +101.5% | +66.4% |
| 3Y | +144.8% | -36.9% | +181.6% | +153.7% |
| 5Y | +132.5% | -65.5% | +198.0% | +153.7% |
| 10Y | +746.7% | -3.9% | +750.5% | +594.9% |
| All | +746.7% | -5.7% | +752.4% | +594.9% |
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