+132.2%
DAL vs GAP
+36.8%
+95.4%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.5% | +1.3% | +1.6% |
| 7D | +0.1% | -4.5% | +4.6% | +1.7% |
| 30D | -13.9% | +9.0% | -23.0% | -16.9% |
| 3M | +1.1% | +5.0% | -3.9% | -1.3% |
| 6M | +26.2% | -17.8% | +44.1% | +32.4% |
| YTD | +16.4% | -10.4% | +26.8% | +18.4% |
| 1Y | +33.9% | -3.4% | +37.2% | +31.8% |
| 3Y | +93.4% | +111.5% | -18.1% | +31.2% |
| 5Y | +106.4% | +8.8% | +97.5% | +63.9% |
| All | +132.2% | +36.8% | +95.4% | +36.7% |
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