+388.0%
DELL vs GD
+58.2%
+329.8%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.2% | +0.1% | -7.3% | -7.2% |
| 7D | +4.9% | +2.7% | +2.2% | +3.8% |
| 30D | -32.1% | +8.6% | -40.7% | -34.1% |
| 3M | -30.2% | -7.1% | -23.2% | -28.1% |
| 6M | +41.7% | +7.5% | +34.2% | +37.2% |
| YTD | +176.6% | +9.9% | +166.7% | +164.9% |
| 1Y | +159.9% | +7.6% | +152.4% | +151.6% |
| 3Y | +388.0% | +56.2% | +331.8% | +349.3% |
| All | +388.0% | +58.2% | +329.8% | +349.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling