+20.7%
GLD vs DELL
+348.5%
-327.7%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DELL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.3% | +0.7% | +0.9% |
| 7D | +0.1% | +8.7% | -8.6% | -0.4% |
| 30D | +0.2% | +16.9% | -16.7% | -1.0% |
| 3M | +3.2% | +40.4% | -37.2% | +0.5% |
| 6M | -14.6% | +267.1% | -281.7% | -22.6% |
| YTD | +1.8% | +329.1% | -327.3% | -9.1% |
| 1Y | +20.7% | +346.9% | -326.2% | +6.8% |
| All | +20.7% | +348.5% | -327.7% | +6.8% |
Cumulative growth
Daily Returns
Daily percentage return beside DELL.
Daily Out/Under-Performance
Portfolio return minus DELL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DELL 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 1y: compounded portfolio wealth divided by compounded DELL 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…
1y analysis · Full analysis span regression · 6 months rolling