+309.3%
SPY vs GOOGL
+681.4%
-372.1%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GOOGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.8% | -2.1% | -1.1% |
| 7D | +3.3% | +5.7% | -2.4% | +0.9% |
| 30D | -2.7% | -15.6% | +12.9% | +4.1% |
| 3M | -1.7% | -13.0% | +11.3% | +3.5% |
| 6M | +3.1% | -22.8% | +25.9% | +13.5% |
| YTD | +11.9% | -4.4% | +16.3% | +11.2% |
| 1Y | +12.0% | +4.5% | +7.5% | +6.7% |
| 3Y | +78.2% | +127.4% | -49.2% | +13.5% |
| 5Y | +73.2% | +102.8% | -29.6% | +13.4% |
| All | +309.3% | +681.4% | -372.1% | +34.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling