+122.5%
DELL vs GD
+5.1%
+117.5%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -0.6% | +4.3% | +3.8% |
| 7D | -22.6% | -5.0% | -17.6% | -21.6% |
| 30D | -43.2% | +8.9% | -52.1% | -44.1% |
| 3M | -24.8% | -8.0% | -16.8% | -22.5% |
| 6M | +38.0% | +2.9% | +35.1% | +37.6% |
| YTD | +163.7% | +7.1% | +156.7% | +163.3% |
| 1Y | +122.5% | +5.9% | +116.6% | +123.1% |
| All | +122.5% | +5.1% | +117.5% | +123.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling