+118.1%
DAL vs GD
+192.5%
-74.3%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -2.3% | -2.0% | -2.6% |
| 7D | +4.6% | -3.9% | +8.5% | +7.6% |
| 30D | +2.3% | +8.1% | -5.8% | -3.9% |
| 3M | -8.1% | -6.8% | -1.3% | -3.7% |
| 6M | +21.4% | +3.0% | +18.4% | +17.2% |
| YTD | +24.3% | +7.8% | +16.5% | +14.5% |
| 1Y | +47.4% | +5.8% | +41.6% | +37.6% |
| 3Y | +164.6% | +55.3% | +109.3% | +77.3% |
| 5Y | +100.2% | +96.7% | +3.6% | +3.9% |
| All | +118.1% | +192.5% | -74.3% | -14.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling