+542.1%
GLW vs DELL
+2,919.4%
-2,377.3%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DELL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -3.4% | +0.2% | -2.2% |
| 7D | -11.1% | -18.1% | +7.0% | -4.9% |
| 30D | -28.4% | -42.9% | +14.4% | -14.6% |
| 3M | -28.8% | -26.9% | -1.9% | -21.8% |
| 6M | -39.8% | +28.8% | -68.6% | -46.2% |
| YTD | +28.7% | +168.4% | -139.7% | -10.1% |
| 1Y | +27.7% | +136.8% | -109.1% | -7.4% |
| 3Y | +331.3% | +375.3% | -44.0% | +121.4% |
| 5Y | +233.4% | +551.0% | -317.6% | +44.2% |
| 10Y | +521.8% | +2,566.3% | -2,044.5% | +53.2% |
| All | +542.1% | +2,919.4% | -2,377.3% | +56.8% |
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