+1,019.3%
DELL vs GFS
0.0%
+1,019.3%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.0% | +2.2% | +9.8% | +11.2% |
| 7D | +8.2% | +3.8% | +4.4% | +6.8% |
| 30D | +17.1% | -11.7% | +28.8% | +22.5% |
| 3M | +45.2% | -41.8% | +86.9% | +74.3% |
| 6M | +286.8% | +6.6% | +280.1% | +273.4% |
| YTD | +354.8% | +34.6% | +320.1% | +298.2% |
| 1Y | +358.3% | +46.2% | +312.1% | +286.9% |
| 3Y | +724.9% | -20.3% | +745.2% | +720.0% |
| All | +1,019.3% | 0.0% | +1,019.3% | +939.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling