+947.0%
SPY vs GOOG
+13,493.0%
-12,546.0%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GOOG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | 0.0% | -0.6% | -0.6% |
| 7D | +0.5% | +1.1% | -0.5% | +0.1% |
| 30D | -0.9% | -5.1% | +4.1% | +1.0% |
| 3M | +3.9% | -7.1% | +11.0% | +6.2% |
| 6M | +14.5% | +12.7% | +1.9% | +8.1% |
| YTD | +12.9% | +7.1% | +5.8% | +8.6% |
| 1Y | +19.4% | +43.6% | -24.2% | +1.9% |
| 3Y | +78.5% | +146.8% | -68.3% | +20.1% |
| 5Y | +81.8% | +133.7% | -51.9% | +21.9% |
| 10Y | +311.5% | +773.3% | -461.8% | +65.4% |
| All | +947.0% | +13,493.0% | -12,546.0% | +135.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling