+775.2%
GOOGL vs Z
+10.9%
+764.3%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +3.8% | -2.6% | +0.5% |
| 7D | +3.3% | -5.2% | +8.4% | +4.2% |
| 30D | -18.1% | +5.7% | -23.8% | -19.4% |
| 3M | -18.6% | -8.7% | -9.9% | -17.9% |
| 6M | -28.0% | -26.0% | -2.0% | -24.6% |
| YTD | -7.8% | -55.0% | +47.3% | +5.5% |
| 1Y | +3.6% | -58.0% | +61.6% | +19.9% |
| 3Y | +123.4% | -15.2% | +138.5% | +117.0% |
| 5Y | +95.3% | -53.8% | +149.1% | +103.6% |
| 10Y | +622.2% | -14.5% | +636.7% | +520.8% |
| All | +775.2% | +10.9% | +764.3% | +621.9% |
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 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