+952.8%
SPY vs GOOGL
+13,553.6%
-12,600.8%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GOOGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.1% | +0.7% | 0.0% |
| 7D | +0.1% | -2.3% | +2.4% | +1.0% |
| 30D | +0.1% | -6.6% | +6.6% | +2.6% |
| 3M | +2.0% | -8.9% | +10.9% | +5.1% |
| 6M | +13.0% | +11.9% | +1.1% | +7.0% |
| YTD | +13.5% | +8.3% | +5.2% | +8.6% |
| 1Y | +20.0% | +46.2% | -26.2% | +1.7% |
| 3Y | +77.2% | +151.9% | -74.7% | +18.1% |
| 5Y | +81.9% | +137.7% | -55.8% | +20.9% |
| 10Y | +314.1% | +757.6% | -443.5% | +66.8% |
| All | +952.8% | +13,553.6% | -12,600.8% | +135.2% |
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