+1,145.9%
DELL vs GIS
-25.1%
+1,171.0%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.0% | -0.3% | +12.3% | +11.9% |
| 7D | +8.2% | -6.4% | +14.6% | +6.0% |
| 30D | +17.1% | -6.1% | +23.2% | +15.0% |
| 3M | +45.2% | +7.8% | +37.3% | +48.8% |
| 6M | +286.8% | -8.8% | +295.6% | +282.7% |
| YTD | +354.8% | -19.1% | +373.9% | +339.0% |
| 1Y | +358.3% | -24.8% | +383.0% | +335.9% |
| 3Y | +724.9% | -37.6% | +762.5% | +652.9% |
| All | +1,145.9% | -25.1% | +1,171.0% | +984.0% |
Cumulative growth
Daily Returns
Daily percentage return beside GIS.
Daily Out/Under-Performance
Portfolio return minus GIS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GIS 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 GIS 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