+392.2%
DAL vs GAP
+104.4%
+287.8%
-81.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -4.1% | +6.3% | +3.8% |
| 7D | +8.8% | -3.8% | +12.6% | +10.4% |
| 30D | +5.4% | -9.0% | +14.4% | +9.3% |
| 3M | -4.9% | +5.5% | -10.4% | -8.0% |
| 6M | +19.8% | -11.1% | +30.9% | +23.0% |
| YTD | +27.0% | -13.6% | +40.5% | +30.7% |
| 1Y | +52.5% | -2.9% | +55.3% | +49.3% |
| 3Y | +173.8% | +69.6% | +104.2% | +86.8% |
| 5Y | +104.5% | +5.4% | +99.2% | +54.3% |
| 10Y | +129.7% | +17.8% | +111.9% | +25.2% |
| All | +392.2% | +104.4% | +287.8% | +49.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling