+319.1%
DELL vs GFS
+37.2%
+281.9%
-32.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.5% | 0.0% | +1.0% |
| 7D | +14.9% | +1.0% | +13.9% | +14.5% |
| 30D | +13.3% | -8.6% | +21.9% | +16.7% |
| 3M | +24.4% | -46.5% | +70.9% | +48.9% |
| 6M | +258.0% | -4.8% | +262.8% | +268.3% |
| YTD | +320.2% | +29.7% | +290.5% | +304.9% |
| 1Y | +319.1% | +35.8% | +283.2% | +309.2% |
| All | +319.1% | +37.2% | +281.9% | +309.2% |
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