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  • DAL vs GD✓SelectedUSD · GDDAL vs GD performance historyLatest closeAs of+1.80%09/04
Stock and ETF performance explorer

DAL vs GD

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+33.9%
GD return
+13.1%
Excess return
+20.7%
Maximum drawdown
-22.9%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for 1y.

Portfolio and benchmark returns by period
PeriodPortfolioGDExcessAlpha
1D+1.8%-1.8%+3.6%+2.5%
7D+0.1%-5.3%+5.4%+2.2%
30D-13.9%-6.4%-7.5%-11.8%
3M+1.1%+5.7%-4.6%-1.5%
6M+26.2%-0.9%+27.2%+27.9%
YTD+16.4%+8.2%+8.3%+12.7%
1Y+33.9%+13.4%+20.4%+30.6%
All+33.9%+13.1%+20.7%+30.6%

Cumulative growth

Daily Returns

Daily percentage return beside GD.

Daily Out/Under-Performance

Portfolio return minus GD return. Positive bars indicate outperformance.

Daily Alpha

Portfolio daily return minus β × GD 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 1y: compounded portfolio wealth divided by compounded GD 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…

1y analysis · Full analysis span regression · 6 months rolling