+4,404.4%
DELL vs GM
+240.0%
+4,164.4%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.0% | -0.6% | +12.6% | +12.2% |
| 7D | +8.2% | -2.4% | +10.7% | +9.1% |
| 30D | +17.1% | -1.1% | +18.2% | +17.3% |
| 3M | +45.2% | +6.1% | +39.0% | +40.7% |
| 6M | +286.8% | +15.0% | +271.8% | +262.9% |
| YTD | +354.8% | +6.0% | +348.8% | +337.8% |
| 1Y | +358.3% | +47.1% | +311.2% | +284.7% |
| 3Y | +724.9% | +170.5% | +554.4% | +426.1% |
| 5Y | +1,193.7% | +80.5% | +1,113.2% | +834.6% |
| All | +4,404.4% | +240.0% | +4,164.4% | +2,281.9% |
Cumulative growth
Daily Returns
Daily percentage return beside GM.
Daily Out/Under-Performance
Portfolio return minus GM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GM 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 10y: compounded portfolio wealth divided by compounded GM 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…
10y analysis · Full analysis span regression · 6 months rolling