+928.0%
GOOGL vs Z
+25.1%
+902.9%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.1% | +1.0% | -0.7% |
| 7D | -2.3% | -3.0% | +0.7% | -1.7% |
| 30D | -6.6% | -4.2% | -2.4% | -6.0% |
| 3M | -8.9% | -3.7% | -5.2% | -8.6% |
| 6M | +11.9% | -24.5% | +36.4% | +17.3% |
| YTD | +8.3% | -49.3% | +57.6% | +21.9% |
| 1Y | +46.2% | -58.7% | +104.9% | +70.3% |
| 3Y | +151.9% | -34.1% | +186.0% | +159.0% |
| 5Y | +137.7% | -64.5% | +202.3% | +156.6% |
| 10Y | +757.6% | -0.5% | +758.0% | +623.9% |
| All | +928.0% | +25.1% | +902.9% | +734.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling