+377.0%
DELL vs GS
+183.4%
+193.6%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -0.4% | +4.0% | +3.9% |
| 7D | -22.6% | -3.2% | -19.4% | -20.4% |
| 30D | -43.2% | -2.4% | -40.8% | -41.7% |
| 3M | -24.8% | -15.7% | -9.1% | -14.0% |
| 6M | +38.0% | -6.8% | +44.8% | +49.6% |
| YTD | +163.7% | -0.1% | +163.8% | +168.5% |
| 1Y | +122.5% | +12.1% | +110.4% | +108.0% |
| 3Y | +377.0% | +185.8% | +191.2% | +196.2% |
| All | +377.0% | +183.4% | +193.6% | +196.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling