+783.6%
GLW vs DELL
+4,626.3%
-3,842.7%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DELL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +1.5% | +4.2% | +5.2% |
| 7D | +3.8% | +14.9% | -11.1% | -1.2% |
| 30D | -1.3% | +13.3% | -14.6% | -5.8% |
| 3M | -21.8% | +24.4% | -46.2% | -27.3% |
| 6M | +6.9% | +258.0% | -251.1% | -31.1% |
| YTD | +77.2% | +320.2% | -243.0% | +7.3% |
| 1Y | +123.2% | +319.1% | -195.8% | +34.5% |
| 3Y | +400.0% | +706.5% | -306.5% | +115.2% |
| 5Y | +342.8% | +1,071.9% | -729.1% | +56.6% |
| 10Y | +771.4% | +4,683.5% | -3,912.1% | +84.7% |
| All | +783.6% | +4,626.3% | -3,842.7% | +87.2% |
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