+216.6%
GLD vs DELL
+4,626.3%
-4,409.7%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DELL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.5% | -2.3% | -0.9% |
| 7D | -0.5% | +14.9% | -15.4% | -1.0% |
| 30D | +4.4% | +13.3% | -8.9% | +3.9% |
| 3M | -1.1% | +24.4% | -25.5% | -2.0% |
| 6M | -13.8% | +258.0% | -271.8% | -17.1% |
| YTD | +2.6% | +320.2% | -317.6% | -1.8% |
| 1Y | +24.5% | +319.1% | -294.5% | +19.1% |
| 3Y | +125.8% | +706.5% | -580.7% | +111.8% |
| 5Y | +137.8% | +1,071.9% | -934.1% | +120.5% |
| 10Y | +221.4% | +4,683.5% | -4,462.1% | +190.8% |
| All | +216.6% | +4,626.3% | -4,409.7% | +186.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling