+941.2%
SPY vs GOOGL
+11,737.8%
-10,796.7%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GOOGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +2.1% | -0.8% | +0.5% |
| 7D | -0.9% | +1.6% | -2.5% | -1.5% |
| 30D | -2.4% | -16.8% | +14.5% | +4.3% |
| 3M | -1.2% | -14.6% | +13.4% | +4.3% |
| 6M | +3.3% | -24.4% | +27.7% | +13.5% |
| YTD | +12.3% | -6.1% | +18.4% | +12.8% |
| 1Y | +12.4% | +1.0% | +11.4% | +9.6% |
| 3Y | +78.8% | +123.4% | -44.6% | +24.3% |
| 5Y | +75.2% | +103.2% | -28.1% | +23.2% |
| 10Y | +311.1% | +667.7% | -356.6% | +72.1% |
| All | +941.2% | +11,737.8% | -10,796.7% | +144.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling