+2,655.3%
DELL vs GS
+502.4%
+2,152.9%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +4.7% | +0.7% | +2.7% |
| 7D | -11.8% | +0.8% | -12.7% | -12.1% |
| 30D | -40.8% | +1.2% | -42.0% | -40.9% |
| 3M | -23.6% | -12.4% | -11.2% | -16.9% |
| 6M | +33.4% | -2.3% | +35.7% | +37.9% |
| YTD | +178.0% | +4.6% | +173.4% | +173.6% |
| 1Y | +138.6% | +17.5% | +121.0% | +119.9% |
| 3Y | +400.9% | +202.0% | +198.8% | +179.6% |
| 5Y | +580.7% | +152.4% | +428.4% | +309.2% |
| 10Y | +2,655.3% | +478.5% | +2,176.7% | +1,055.5% |
| All | +2,655.3% | +502.4% | +2,152.9% | +1,055.5% |
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