+1,085.7%
DELL vs GD
+97.9%
+987.8%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.8% | +3.3% | +2.3% |
| 7D | +14.9% | -5.3% | +20.1% | +17.6% |
| 30D | +13.3% | -6.4% | +19.7% | +16.7% |
| 3M | +24.4% | +5.7% | +18.7% | +20.7% |
| 6M | +258.0% | -0.9% | +259.0% | +257.9% |
| YTD | +320.2% | +8.2% | +312.0% | +301.3% |
| 1Y | +319.1% | +13.4% | +305.6% | +290.8% |
| 3Y | +706.5% | +68.5% | +638.0% | +504.9% |
| All | +1,085.7% | +97.9% | +987.8% | +708.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling