Google

The chart shows the growth of an initial investment of $10,000 in Google, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends. The portfolio is rebalanced Every 3 months.

As of Aug 6, 2026, the Google returned 15.94% Year-To-Date and 24.66% of annualized return in the last 10 years.

Based on dividend-adjusted daily data since Aug 19, 2004, Google's average daily return is +0.11%, while the average monthly return is +2.27%. At this rate, an investment would double in approximately 2.6 years.

Historically, 61% of months were positive and 39% were negative. The best month was Oct 2004 with a return of +47.1%, while the worst month was Nov 2008 at -18.5%. The longest winning streak lasted 10 consecutive months, and the longest losing streak was 6 months.

On a daily basis, Google closed higher 53% of trading days. The best single day was Apr 18, 2008 with a return of +20.0%, while the worst single day was Mar 16, 2020 at -11.6%.

Google has an annualized alpha of 17.90%, beta of 1.03, and R2 of 0.40 versus S&P 500 Index. Calculated based on daily prices since August 19, 2004.

• This portfolio captured 173.01% of S&P 500 Index gains but only 98.10% of its losses - a favorable profile for investors.
• R2 of 0.40 means the benchmark explains less than half of this portfolio's behavior - treat beta with caution or consider switching to a more representative benchmark.

Google has an expense ratio of 0.00%, meaning no management fees are charged. Below, you can find the expense ratios of the portfolio's funds side by side and easily compare their relative costs.

Google ranks 82 for risk / return — above 82% of Portfolios peers on PortfoliosLab. Its historical combined result is among the stronger results in the peer group.

The Sharpe ratio helps investors understand how much return they're getting for the level of risk taken. A higher Sharpe ratio indicates better risk-adjusted performance, meaning more reward for each unit of risk. Learn how to interpret the Sharpe ratio.

The current Google Sharpe ratio is 2.68 as of Aug 6, 2026 (the value is recalculated daily), calculated over the past 12 months.

Compared to the broad market, where average Sharpe ratios range from 1.40 to 2.23, this portfolio's current Sharpe ratio is in the top 25%. This signifies superior risk-adjusted performance, meaning the portfolio is delivering strong returns for the level of risk taken compared to most others.

The chart below shows the rolling Sharpe ratio of Google compared to the selected benchmark. This view highlights how the investment's risk-adjusted performance has changed over time.

Google provided a 0.23% dividend yield over the last twelve months.

The table below shows the monthly dividends paid by this portfolio.

The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.

The table below displays the maximum drawdowns of the Google. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.

The maximum drawdown for the Google was 65.29%, occurring on Nov 24, 2008. Recovery took 965 trading sessions.

The current Google drawdown is 9.93%.

The chart below shows the rolling one-month volatility.