+2.1%
SPY vs GOOG
-23.3%
+25.4%
-5.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | GOOG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.0% | +0.6% | -0.2% |
| 7D | +2.6% | +3.0% | -0.4% | +2.0% |
| 30D | -2.0% | -14.9% | +12.9% | +0.6% |
| 3M | -2.8% | -14.9% | +12.1% | -0.3% |
| 6M | +2.1% | -26.6% | +28.7% | +7.8% |
| All | +2.1% | -23.3% | +25.4% | +7.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling