+3,290.5%
DELL vs GS
+579.7%
+2,710.8%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.4% | +0.8% | +0.2% |
| 7D | +17.1% | +5.1% | +12.0% | +13.9% |
| 30D | -35.1% | +2.4% | -37.5% | -35.6% |
| 3M | -23.3% | -11.5% | -11.8% | -17.0% |
| 6M | +55.8% | -2.5% | +58.3% | +61.3% |
| YTD | +198.0% | +5.5% | +192.5% | +192.2% |
| 1Y | +166.6% | +11.0% | +155.5% | +154.1% |
| 3Y | +427.6% | +200.1% | +227.6% | +197.3% |
| 5Y | +630.6% | +154.7% | +475.9% | +339.5% |
| 10Y | +2,866.3% | +450.9% | +2,415.4% | +1,057.6% |
| All | +3,290.5% | +579.7% | +2,710.8% | +1,155.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling