-16.0%
GLD vs DELL
+47.8%
-63.8%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | DELL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +11.8% | -12.9% | -1.8% |
| 7D | -2.0% | +0.4% | -2.3% | -2.1% |
| 30D | -4.4% | -35.1% | +30.7% | -1.8% |
| 3M | -8.9% | -15.1% | +6.2% | -8.2% |
| 6M | -16.0% | +51.7% | -67.7% | -18.7% |
| All | -16.0% | +47.8% | -63.8% | -18.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling