+2,513.8%
DELL vs GD
+178.9%
+2,335.0%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -0.6% | +4.3% | +4.0% |
| 7D | -22.6% | -5.0% | -17.6% | -20.2% |
| 30D | -43.2% | +8.9% | -52.1% | -45.8% |
| 3M | -24.8% | -8.0% | -16.8% | -21.6% |
| 6M | +38.0% | +2.9% | +35.1% | +34.8% |
| YTD | +163.7% | +7.1% | +156.7% | +150.7% |
| 1Y | +122.5% | +5.9% | +116.6% | +112.8% |
| 3Y | +377.0% | +53.9% | +323.1% | +264.6% |
| 5Y | +542.6% | +95.4% | +447.2% | +320.8% |
| All | +2,513.8% | +178.9% | +2,335.0% | +1,356.1% |
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