+104.3%
DAL vs GAP
+1.5%
+102.8%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.8% | +0.5% | -0.1% |
| 7D | -1.1% | -1.9% | +0.8% | -0.4% |
| 30D | +12.8% | -7.1% | +19.9% | +15.6% |
| 3M | -5.3% | +4.1% | -9.4% | -7.2% |
| 6M | +22.4% | +1.9% | +20.4% | +19.6% |
| YTD | +25.6% | -15.2% | +40.8% | +29.8% |
| 1Y | +45.5% | -10.6% | +56.1% | +47.5% |
| 3Y | +161.0% | +74.6% | +86.4% | +89.4% |
| 5Y | +112.2% | +3.7% | +108.6% | +71.1% |
| All | +104.3% | +1.5% | +102.8% | +19.0% |
Cumulative growth
Daily Returns
Daily percentage return beside GAP.
Daily Out/Under-Performance
Portfolio return minus GAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GAP 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 10y: compounded portfolio wealth divided by compounded GAP 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…
10y analysis · Full analysis span regression · 6 months rolling