+93.9%
QQQ vs GOOGL
+132.8%
-38.9%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GOOGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.6% | -1.7% | -1.4% |
| 7D | -1.3% | -2.8% | +1.6% | +0.2% |
| 30D | -1.4% | -3.2% | +1.8% | +0.2% |
| 3M | +2.3% | -6.6% | +8.9% | +5.0% |
| 6M | +16.9% | +8.5% | +8.4% | +9.9% |
| YTD | +15.6% | +6.5% | +9.2% | +9.6% |
| 1Y | +22.6% | +39.4% | -16.8% | -0.3% |
| 3Y | +93.5% | +146.2% | -52.7% | +9.1% |
| 5Y | +93.9% | +138.3% | -44.4% | +10.1% |
| All | +93.9% | +132.8% | -38.9% | +10.1% |
Cumulative growth
Daily Returns
Daily percentage return beside GOOGL.
Daily Out/Under-Performance
Portfolio return minus GOOGL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GOOGL 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 GOOGL 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