+172.1%
DELL vs GD
+7.0%
+165.2%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.8% | -0.1% | +11.8% | +11.8% |
| 7D | +0.4% | +0.6% | -0.3% | +0.2% |
| 30D | -35.1% | +9.5% | -44.6% | -36.3% |
| 3M | -15.1% | -5.8% | -9.3% | -13.0% |
| 6M | +51.7% | +7.7% | +44.0% | +49.0% |
| YTD | +200.0% | +11.1% | +188.9% | +193.6% |
| 1Y | +172.1% | +6.1% | +166.1% | +178.1% |
| All | +172.1% | +7.0% | +165.2% | +178.1% |
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