+403.7%
DAL vs GD
+607.8%
-204.0%
-81.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.2% | -2.6% | +9.7% | +9.3% |
| 7D | +11.1% | +3.0% | +8.1% | +8.1% |
| 30D | +7.7% | +10.5% | -2.8% | -1.2% |
| 3M | -3.5% | -5.0% | +1.4% | -0.2% |
| 6M | +31.3% | +5.5% | +25.8% | +23.9% |
| YTD | +30.0% | +10.3% | +19.6% | +16.6% |
| 1Y | +62.1% | +8.2% | +53.9% | +47.7% |
| 3Y | +176.6% | +59.0% | +117.6% | +78.2% |
| 5Y | +126.2% | +104.3% | +21.9% | +12.2% |
| 10Y | +135.1% | +202.4% | -67.3% | -19.1% |
| All | +403.7% | +607.8% | -204.0% | -12.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling