+2,572.3%
DELL vs GD
+174.9%
+2,397.4%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +1.5% | -4.9% | -4.2% |
| 7D | -18.1% | -1.9% | -16.2% | -17.1% |
| 30D | -42.9% | +10.9% | -53.8% | -46.0% |
| 3M | -26.9% | -6.8% | -20.1% | -24.2% |
| 6M | +28.8% | +7.0% | +21.8% | +23.2% |
| YTD | +168.4% | +11.1% | +157.3% | +150.2% |
| 1Y | +136.8% | +7.0% | +129.8% | +125.5% |
| 3Y | +375.3% | +59.9% | +315.4% | +255.7% |
| 5Y | +551.0% | +102.5% | +448.5% | +318.0% |
| All | +2,572.3% | +174.9% | +2,397.4% | +1,326.9% |
Cumulative growth
Daily Returns
Daily percentage return beside GD.
Daily Out/Under-Performance
Portfolio return minus GD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GD 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 GD 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