+584.3%
GLW vs DELL
+3,251.6%
-2,667.3%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DELL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.7% | -0.1% | -0.6% |
| 7D | +15.5% | +17.1% | -1.6% | +9.8% |
| 30D | -19.6% | -35.1% | +15.5% | -7.9% |
| 3M | -28.5% | -23.3% | -5.2% | -22.8% |
| 6M | -39.5% | +55.8% | -95.3% | -49.1% |
| YTD | +37.2% | +198.0% | -160.8% | -7.5% |
| 1Y | +35.4% | +166.6% | -131.1% | -5.5% |
| 3Y | +359.7% | +427.6% | -67.9% | +127.9% |
| 5Y | +244.0% | +630.6% | -386.6% | +43.1% |
| 10Y | +556.7% | +2,866.3% | -2,309.6% | +56.3% |
| All | +584.3% | +3,251.6% | -2,667.3% | +61.4% |
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