+254.0%
DELL vs GFI
-11.2%
+265.1%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | -2.9% | -2.5% | -4.7% |
| 7D | -1.9% | -5.1% | +3.3% | -0.7% |
| 30D | +14.9% | +13.4% | +1.5% | +12.1% |
| 3M | +37.2% | +36.2% | +1.0% | +26.8% |
| 6M | +254.0% | -9.8% | +263.8% | +253.9% |
| All | +254.0% | -11.2% | +265.1% | +253.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling