+3,922.7%
DELL vs GPC
+87.0%
+3,835.7%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | -0.8% | -4.6% | -5.0% |
| 7D | -1.9% | -1.8% | -0.1% | -1.2% |
| 30D | +14.9% | +0.1% | +14.8% | +14.8% |
| 3M | +37.2% | +37.4% | -0.1% | +18.0% |
| 6M | +254.0% | +25.4% | +228.5% | +215.7% |
| YTD | +306.1% | +12.2% | +294.0% | +278.0% |
| 1Y | +312.3% | -0.3% | +312.6% | +303.1% |
| 3Y | +654.0% | -1.6% | +655.6% | +609.0% |
| 5Y | +1,055.3% | +31.0% | +1,024.4% | +844.4% |
| All | +3,922.7% | +87.0% | +3,835.7% | +2,621.2% |
Cumulative growth
Daily Returns
Daily percentage return beside GPC.
Daily Out/Under-Performance
Portfolio return minus GPC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GPC 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 GPC 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