+137.7%
GOOGL vs Z
-67.0%
+204.7%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -6.4% | +6.4% | +1.4% |
| 7D | +1.1% | -3.3% | +4.3% | +1.7% |
| 30D | -4.4% | -3.7% | -0.7% | -3.9% |
| 3M | -6.8% | -7.0% | +0.2% | -5.7% |
| 6M | +13.6% | -29.5% | +43.1% | +21.6% |
| YTD | +8.3% | -52.6% | +60.9% | +25.9% |
| 1Y | +44.9% | -64.0% | +109.0% | +78.3% |
| 3Y | +150.5% | -36.4% | +186.9% | +158.8% |
| 5Y | +137.7% | -65.8% | +203.5% | +132.9% |
| All | +137.7% | -67.0% | +204.7% | +132.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling