+98.5%
DAL vs GAP
+114.4%
-15.9%
-47.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.5% | +1.3% | +1.7% |
| 7D | +0.1% | -4.5% | +4.6% | +1.3% |
| 30D | -13.9% | +9.0% | -23.0% | -16.3% |
| 3M | +1.1% | +5.0% | -3.9% | -0.8% |
| 6M | +26.2% | -17.8% | +44.1% | +31.2% |
| YTD | +16.4% | -10.4% | +26.8% | +18.2% |
| 1Y | +33.9% | -3.4% | +37.2% | +32.7% |
| All | +98.5% | +114.4% | -15.9% | +63.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling