+397.8%
DELL vs GEV
+730.5%
-332.6%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GEV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.1% | +2.3% | +1.1% |
| 7D | +8.7% | +3.2% | +5.6% | +7.5% |
| 30D | +16.9% | -4.0% | +20.9% | +18.8% |
| 3M | +40.4% | +3.4% | +37.0% | +37.2% |
| 6M | +267.1% | +14.7% | +252.4% | +238.6% |
| YTD | +329.1% | +45.8% | +283.3% | +254.4% |
| 1Y | +346.9% | +57.4% | +289.5% | +251.2% |
| All | +397.8% | +730.5% | -332.6% | +114.3% |
Cumulative growth
Daily Returns
Daily percentage return beside GEV.
Daily Out/Under-Performance
Portfolio return minus GEV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GEV 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 all: compounded portfolio wealth divided by compounded GEV 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…
all analysis · Full analysis span regression · 6 months rolling