+2,572.3%
DELL vs GS
+464.6%
+2,107.7%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +0.4% | -3.9% | -3.7% |
| 7D | -18.1% | +1.6% | -19.7% | -18.7% |
| 30D | -42.9% | +1.7% | -44.5% | -43.1% |
| 3M | -26.9% | -11.6% | -15.3% | -20.9% |
| 6M | +28.8% | -1.9% | +30.7% | +32.8% |
| YTD | +168.4% | +5.1% | +163.4% | +163.4% |
| 1Y | +136.8% | +16.4% | +120.4% | +119.4% |
| 3Y | +375.3% | +199.0% | +176.4% | +166.1% |
| 5Y | +551.0% | +157.4% | +393.6% | +286.7% |
| All | +2,572.3% | +464.6% | +2,107.7% | +981.9% |
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