+425.7%
DELL vs GS
+201.3%
+224.4%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.4% | +0.8% | +0.4% |
| 7D | +17.1% | +5.1% | +12.0% | +12.9% |
| 30D | -35.1% | +2.4% | -37.5% | -35.7% |
| 3M | -23.3% | -11.5% | -11.8% | -15.4% |
| 6M | +55.8% | -2.5% | +58.3% | +63.2% |
| YTD | +198.0% | +5.5% | +192.5% | +191.6% |
| 1Y | +166.6% | +11.0% | +155.5% | +151.1% |
| All | +425.7% | +201.3% | +224.4% | +216.5% |
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 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