+145.3%
DELL vs GS
+16.1%
+129.2%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +4.7% | +0.7% | +1.6% |
| 7D | -11.8% | +0.8% | -12.7% | -12.0% |
| 30D | -40.8% | +1.2% | -42.0% | -40.8% |
| 3M | -23.6% | -12.4% | -11.2% | -15.0% |
| 6M | +33.4% | -2.3% | +35.7% | +44.8% |
| YTD | +178.0% | +4.6% | +173.4% | +185.8% |
| All | +145.3% | +16.1% | +129.2% | +132.2% |
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