+2,065.8%
DELL vs GH
+480.1%
+1,585.7%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.3% | +2.1% | +1.9% |
| 7D | +25.6% | -2.1% | +27.7% | +25.9% |
| 30D | +17.7% | -4.5% | +22.1% | +18.2% |
| 3M | +33.4% | +28.9% | +4.5% | +28.8% |
| 6M | +266.2% | +76.5% | +189.7% | +238.6% |
| YTD | +328.0% | +57.6% | +270.4% | +300.0% |
| 1Y | +339.6% | +167.5% | +172.0% | +281.3% |
| 3Y | +694.6% | +377.4% | +317.2% | +519.3% |
| 5Y | +1,122.0% | +23.8% | +1,098.2% | +963.9% |
| All | +2,065.8% | +480.1% | +1,585.7% | +1,401.6% |
Cumulative growth
Daily Returns
Daily percentage return beside GH.
Daily Out/Under-Performance
Portfolio return minus GH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GH 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 GH 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