+319.1%
DELL vs GS
+44.3%
+274.7%
-32.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.1% | +1.4% | +1.5% |
| 7D | +14.9% | +0.9% | +13.9% | +14.3% |
| 30D | +13.3% | -1.6% | +14.9% | +14.6% |
| 3M | +24.4% | -4.5% | +28.9% | +27.4% |
| 6M | +258.0% | +20.9% | +237.1% | +246.1% |
| YTD | +320.2% | +19.9% | +300.3% | +299.0% |
| 1Y | +319.1% | +41.4% | +277.6% | +286.7% |
| All | +319.1% | +44.3% | +274.7% | +286.7% |
Cumulative growth
Daily Returns
Daily percentage return beside GS.
Daily Out/Under-Performance
Portfolio return minus GS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GS 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 1y: compounded portfolio wealth divided by compounded GS 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…
1y analysis · Full analysis span regression · 6 months rolling