+4,521.4%
DELL vs GFI
+835.1%
+3,686.3%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | -2.9% | -2.5% | -5.1% |
| 7D | -1.9% | -5.1% | +3.3% | -1.5% |
| 30D | +14.9% | +13.4% | +1.5% | +13.8% |
| 3M | +37.2% | +36.2% | +1.0% | +33.9% |
| 6M | +254.0% | -9.8% | +263.8% | +254.5% |
| YTD | +306.1% | +7.7% | +298.5% | +302.0% |
| 1Y | +312.3% | +27.2% | +285.1% | +303.5% |
| 3Y | +654.0% | +300.3% | +353.7% | +582.5% |
| 5Y | +1,055.3% | +539.8% | +515.5% | +911.4% |
| 10Y | +3,948.9% | +1,058.5% | +2,890.4% | +3,688.5% |
| All | +4,521.4% | +835.1% | +3,686.3% | +4,254.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling