+4,404.4%
DELL vs GFI
+1,093.3%
+3,311.1%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.0% | +1.0% | +11.0% | +11.9% |
| 7D | +8.2% | -2.7% | +10.9% | +8.5% |
| 30D | +17.1% | +13.2% | +3.8% | +16.0% |
| 3M | +45.2% | +28.5% | +16.7% | +42.2% |
| 6M | +286.8% | -6.2% | +292.9% | +286.3% |
| YTD | +354.8% | +8.7% | +346.1% | +349.8% |
| 1Y | +358.3% | +24.8% | +333.4% | +348.8% |
| 3Y | +724.9% | +298.0% | +426.9% | +645.2% |
| 5Y | +1,193.7% | +546.0% | +647.7% | +1,028.4% |
| All | +4,404.4% | +1,093.3% | +3,311.1% | +4,106.7% |
Cumulative growth
Daily Returns
Daily percentage return beside GFI.
Daily Out/Under-Performance
Portfolio return minus GFI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GFI 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 10y: compounded portfolio wealth divided by compounded GFI 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…
10y analysis · Full analysis span regression · 6 months rolling