+4,681.2%
DELL vs GAP
+27.7%
+4,653.6%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.5% | +1.0% | +1.4% |
| 7D | +14.9% | -4.5% | +19.4% | +15.9% |
| 30D | +13.3% | +9.0% | +4.2% | +11.1% |
| 3M | +24.4% | +5.0% | +19.4% | +22.5% |
| 6M | +258.0% | -17.8% | +275.8% | +264.4% |
| YTD | +320.2% | -10.4% | +330.6% | +319.7% |
| 1Y | +319.1% | -3.4% | +322.4% | +310.5% |
| 3Y | +706.5% | +111.5% | +595.1% | +534.4% |
| 5Y | +1,071.9% | +8.8% | +1,063.1% | +896.9% |
| 10Y | +4,683.5% | +32.9% | +4,650.6% | +3,292.1% |
| All | +4,681.2% | +27.7% | +4,653.6% | +3,396.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling