+1,397.0%
DELL vs GGLL
+328.7%
+1,068.3%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -2.3% | +3.8% | +2.0% |
| 7D | +14.9% | -4.8% | +19.7% | +16.1% |
| 30D | +13.3% | -13.7% | +27.0% | +16.7% |
| 3M | +24.4% | -21.9% | +46.2% | +29.4% |
| 6M | +258.0% | +11.7% | +246.4% | +235.9% |
| YTD | +320.2% | +2.3% | +317.9% | +302.0% |
| 1Y | +319.1% | +76.2% | +242.9% | +242.8% |
| 3Y | +706.5% | +245.0% | +461.5% | +420.5% |
| All | +1,397.0% | +328.7% | +1,068.3% | +818.7% |
Cumulative growth
Daily Returns
Daily percentage return beside GGLL.
Daily Out/Under-Performance
Portfolio return minus GGLL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GGLL 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 GGLL 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