+143.3%
DELL vs GFS
+15.5%
+127.8%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.8% | -5.9% | -2.9% | -6.3% |
| 7D | -24.6% | -12.5% | -12.1% | -19.9% |
| 30D | -32.5% | -16.9% | -15.6% | -27.0% |
| 3M | -20.2% | -22.3% | +2.1% | -11.8% |
| 6M | +76.5% | -40.2% | +116.7% | +109.6% |
| YTD | +198.9% | +16.0% | +182.9% | +185.1% |
| 1Y | +143.3% | +17.7% | +125.7% | +127.4% |
| All | +143.3% | +15.5% | +127.8% | +127.4% |
Cumulative growth
Daily Returns
Daily percentage return beside GFS.
Daily Out/Under-Performance
Portfolio return minus GFS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GFS 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 1y: compounded portfolio wealth divided by compounded GFS 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…
1y analysis · Full analysis span regression · 6 months rolling