+636.7%
DELL vs GTLB
-10.3%
+647.0%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | +2.1% | -7.4% | -5.9% |
| 7D | -1.9% | -4.1% | +2.2% | -0.9% |
| 30D | +14.9% | +12.3% | +2.6% | +11.2% |
| 3M | +37.2% | +65.9% | -28.7% | +18.8% |
| 6M | +254.0% | +104.0% | +150.0% | +191.7% |
| YTD | +306.1% | +26.0% | +280.1% | +275.6% |
| 1Y | +312.3% | -3.5% | +315.8% | +306.8% |
| All | +636.7% | -10.3% | +647.0% | +654.0% |
Cumulative growth
Daily Returns
Daily percentage return beside GTLB.
Daily Out/Under-Performance
Portfolio return minus GTLB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GTLB 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 GTLB 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