+993.9%
DELL vs GTLB
-50.0%
+1,043.9%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -5.4% | +7.2% | +2.8% |
| 7D | +25.6% | +4.6% | +21.1% | +24.8% |
| 30D | +17.7% | +21.0% | -3.3% | +13.7% |
| 3M | +33.4% | +51.7% | -18.3% | +23.5% |
| 6M | +266.2% | +89.3% | +176.9% | +226.2% |
| YTD | +328.0% | +25.6% | +302.4% | +305.2% |
| 1Y | +339.6% | -1.5% | +341.1% | +331.1% |
| 3Y | +694.6% | -9.9% | +704.5% | +674.2% |
| All | +993.9% | -50.0% | +1,043.9% | +949.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling