+113.3%
GLD vs DELL
+558.8%
-445.5%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DELL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -3.4% | +0.8% | -2.5% |
| 7D | +2.8% | -18.1% | +20.9% | +3.6% |
| 30D | -4.0% | -42.9% | +38.9% | -1.8% |
| 3M | -8.2% | -26.9% | +18.6% | -7.3% |
| 6M | -14.8% | +28.8% | -43.6% | -16.0% |
| YTD | -6.8% | +168.4% | -175.2% | -10.5% |
| 1Y | -2.4% | +136.8% | -139.2% | -6.0% |
| 3Y | +105.8% | +375.3% | -269.6% | +92.2% |
| 5Y | +113.3% | +551.0% | -437.7% | +92.1% |
| All | +113.3% | +558.8% | -445.5% | +92.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling