+145.3%
DAL vs GD
+190.3%
-45.0%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.8% | +3.6% | +3.2% |
| 7D | +0.1% | -5.3% | +5.4% | +4.3% |
| 30D | -13.9% | -6.4% | -7.5% | -9.6% |
| 3M | +1.1% | +5.7% | -4.6% | -3.8% |
| 6M | +26.2% | -0.9% | +27.2% | +25.8% |
| YTD | +16.4% | +8.2% | +8.3% | +7.5% |
| 1Y | +33.9% | +13.4% | +20.4% | +18.6% |
| 3Y | +93.4% | +68.5% | +24.9% | +20.1% |
| 5Y | +106.4% | +97.2% | +9.2% | +7.4% |
| All | +145.3% | +190.3% | -45.0% | -8.4% |
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