+20.0%
SPY vs GOOGL
+47.8%
-27.8%
-8.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GOOGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.2% | +0.8% | -0.1% |
| 7D | +0.1% | -2.3% | +2.5% | +0.6% |
| 30D | +0.1% | -6.6% | +6.7% | +1.6% |
| 3M | +2.0% | -9.0% | +11.0% | +4.0% |
| 6M | +13.0% | +11.8% | +1.2% | +8.2% |
| YTD | +13.5% | +8.3% | +5.3% | +9.4% |
| 1Y | +20.0% | +46.1% | -26.1% | +7.8% |
| All | +20.0% | +47.8% | -27.8% | +7.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling