+122.8%
DAL vs GAP
+15.9%
+106.9%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -4.1% | +6.3% | +3.6% |
| 7D | +8.8% | -3.8% | +12.6% | +10.2% |
| 30D | +5.4% | -9.0% | +14.4% | +8.7% |
| 3M | -4.9% | +5.5% | -10.4% | -7.5% |
| 6M | +19.8% | -11.1% | +30.9% | +22.6% |
| YTD | +27.0% | -13.6% | +40.5% | +30.4% |
| 1Y | +52.5% | -2.9% | +55.3% | +50.1% |
| 3Y | +173.8% | +69.6% | +104.2% | +100.8% |
| 5Y | +104.5% | +5.4% | +99.2% | +63.8% |
| All | +122.8% | +15.9% | +106.9% | +28.5% |
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