+233.4%
GLW vs DELL
+558.8%
-325.4%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DELL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -3.4% | +0.2% | -2.3% |
| 7D | -11.1% | -18.1% | +7.0% | -5.7% |
| 30D | -28.4% | -42.9% | +14.4% | -16.5% |
| 3M | -28.8% | -26.9% | -1.9% | -22.5% |
| 6M | -39.8% | +28.8% | -68.6% | -44.6% |
| YTD | +28.7% | +168.4% | -139.7% | -2.8% |
| 1Y | +27.7% | +136.8% | -109.1% | -0.6% |
| 3Y | +331.3% | +375.3% | -44.0% | +156.3% |
| 5Y | +233.4% | +551.0% | -317.6% | +66.9% |
| All | +233.4% | +558.8% | -325.4% | +66.9% |
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