+569.8%
DELL vs GS
+154.8%
+415.0%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.2% | +0.3% | -7.5% | -7.4% |
| 7D | +4.9% | +5.9% | -1.0% | +0.9% |
| 30D | -32.1% | +4.3% | -36.4% | -33.6% |
| 3M | -30.2% | -11.7% | -18.6% | -23.4% |
| 6M | +41.7% | -3.2% | +44.9% | +48.3% |
| YTD | +176.6% | +5.8% | +170.8% | +169.7% |
| 1Y | +159.9% | +16.0% | +143.9% | +138.4% |
| 3Y | +388.0% | +199.8% | +188.2% | +149.2% |
| All | +569.8% | +154.8% | +415.0% | +247.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling