+307.8%
SPY vs GOOGL
+673.8%
-365.9%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GOOGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.0% | +0.6% | +0.1% |
| 7D | +2.6% | +3.9% | -1.3% | +0.9% |
| 30D | -2.0% | -14.9% | +12.9% | +4.5% |
| 3M | -2.8% | -14.6% | +11.8% | +3.3% |
| 6M | +2.1% | -26.4% | +28.6% | +15.0% |
| YTD | +11.5% | -5.3% | +16.8% | +11.3% |
| 1Y | +13.5% | +6.5% | +7.0% | +7.1% |
| 3Y | +77.7% | +126.0% | -48.3% | +13.5% |
| 5Y | +72.6% | +100.8% | -28.2% | +13.5% |
| All | +307.8% | +673.8% | -365.9% | +34.3% |
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