+1,120.6%
DELL vs GAP
+5.2%
+1,115.4%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -4.6% | +4.8% | +1.0% |
| 7D | +8.7% | -3.2% | +11.9% | +9.3% |
| 30D | +16.9% | -0.7% | +17.6% | +16.7% |
| 3M | +40.4% | -0.5% | +40.9% | +39.8% |
| 6M | +267.1% | -5.0% | +272.1% | +262.9% |
| YTD | +329.1% | -14.7% | +343.8% | +332.2% |
| 1Y | +346.9% | -8.6% | +355.6% | +342.0% |
| 3Y | +696.6% | +108.4% | +588.3% | +527.4% |
| All | +1,120.6% | +5.2% | +1,115.4% | +851.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling