+20.0%
SPY vs GOOG
+46.2%
-26.2%
-8.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GOOG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.0% | +0.7% | -0.1% |
| 7D | +0.1% | -2.1% | +2.3% | +0.6% |
| 30D | +0.1% | -6.8% | +6.9% | +1.6% |
| 3M | +2.0% | -9.1% | +11.1% | +4.0% |
| 6M | +13.0% | +10.7% | +2.3% | +8.4% |
| YTD | +13.5% | +7.1% | +6.5% | +9.6% |
| 1Y | +20.0% | +44.6% | -24.7% | +8.0% |
| All | +20.0% | +46.2% | -26.2% | +8.0% |
Cumulative growth
Daily Returns
Daily percentage return beside GOOG.
Daily Out/Under-Performance
Portfolio return minus GOOG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GOOG 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 1y: compounded portfolio wealth divided by compounded GOOG 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…
1y analysis · Full analysis span regression · 6 months rolling