+899.6%
DELL vs GFS
-2.1%
+901.7%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | 0.0% | -5.4% | -5.4% |
| 7D | -1.9% | +3.2% | -5.1% | -3.0% |
| 30D | +14.9% | -9.6% | +24.5% | +19.2% |
| 3M | +37.2% | -38.5% | +75.7% | +61.6% |
| 6M | +254.0% | -1.3% | +255.3% | +250.3% |
| YTD | +306.1% | +31.8% | +274.3% | +258.1% |
| 1Y | +312.3% | +44.6% | +267.7% | +249.2% |
| 3Y | +654.0% | -20.6% | +674.7% | +651.0% |
| All | +899.6% | -2.1% | +901.7% | +834.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling