+4,183.2%
DELL vs GS
+657.1%
+3,526.1%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.1% | +1.4% | +1.5% |
| 7D | +14.9% | +0.9% | +13.9% | +14.4% |
| 30D | +13.3% | -1.6% | +14.9% | +14.5% |
| 3M | +24.4% | -4.5% | +28.9% | +28.5% |
| 6M | +258.0% | +20.9% | +237.1% | +225.9% |
| YTD | +320.2% | +19.9% | +300.3% | +280.1% |
| 1Y | +319.1% | +41.4% | +277.6% | +244.6% |
| 3Y | +706.5% | +239.2% | +467.4% | +318.8% |
| 5Y | +1,071.9% | +185.0% | +886.9% | +553.2% |
| All | +4,183.2% | +657.1% | +3,526.1% | +1,343.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling