+124.5%
GLD vs DELL
+707.5%
-583.1%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DELL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.9% | -3.6% | -1.8% |
| 7D | +0.7% | +25.6% | -24.9% | -0.3% |
| 30D | +0.3% | +17.7% | -17.3% | -0.5% |
| 3M | +0.6% | +33.4% | -32.8% | -0.9% |
| 6M | -15.6% | +266.2% | -281.8% | -20.1% |
| YTD | +0.9% | +328.0% | -327.1% | -5.2% |
| 1Y | +19.4% | +339.6% | -320.2% | +12.0% |
| 3Y | +124.5% | +694.6% | -570.1% | +103.8% |
| All | +124.5% | +707.5% | -583.1% | +103.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling