+4,770.1%
DELL vs GIS
-22.0%
+4,792.1%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.6% | +3.4% | +1.7% |
| 7D | +25.6% | -8.3% | +33.9% | +24.9% |
| 30D | +17.7% | +2.2% | +15.5% | +17.8% |
| 3M | +33.4% | +15.7% | +17.7% | +34.2% |
| 6M | +266.2% | -12.0% | +278.2% | +267.2% |
| YTD | +328.0% | -15.0% | +343.0% | +329.2% |
| 1Y | +339.6% | -20.1% | +359.7% | +340.7% |
| 3Y | +694.6% | -34.6% | +729.2% | +692.1% |
| 5Y | +1,122.0% | -22.8% | +1,144.8% | +1,078.6% |
| 10Y | +4,062.5% | -18.5% | +4,081.0% | +3,669.1% |
| All | +4,770.1% | -22.0% | +4,792.1% | +4,272.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling