+569.8%
DELL vs GTLB
-62.5%
+632.4%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.2% | +1.0% | -8.1% | -7.3% |
| 7D | +4.9% | -0.7% | +5.6% | +5.0% |
| 30D | -32.1% | -10.2% | -21.9% | -30.6% |
| 3M | -30.2% | +10.1% | -40.3% | -31.4% |
| 6M | +41.7% | +116.5% | -74.8% | +24.1% |
| YTD | +176.6% | +27.2% | +149.4% | +161.0% |
| 1Y | +159.9% | +8.6% | +151.4% | +151.5% |
| 3Y | +388.0% | +5.6% | +382.4% | +366.5% |
| All | +569.8% | -62.5% | +632.4% | +559.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling