+4,404.4%
DELL vs GAP
+31.2%
+4,373.2%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.0% | +2.9% | +9.1% | +11.4% |
| 7D | +8.2% | -4.1% | +12.3% | +9.1% |
| 30D | +17.1% | +6.2% | +10.9% | +15.5% |
| 3M | +45.2% | -0.7% | +45.8% | +44.4% |
| 6M | +286.8% | -7.1% | +293.9% | +284.8% |
| YTD | +354.8% | -14.1% | +368.9% | +357.9% |
| 1Y | +358.3% | -8.5% | +366.8% | +353.7% |
| 3Y | +724.9% | +115.4% | +609.5% | +546.5% |
| 5Y | +1,193.7% | +9.8% | +1,183.9% | +998.3% |
| All | +4,404.4% | +31.2% | +4,373.2% | +3,088.2% |
Cumulative growth
Daily Returns
Daily percentage return beside GAP.
Daily Out/Under-Performance
Portfolio return minus GAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GAP 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 GAP 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