+129.3%
DAL vs GFI
+1,081.9%
-952.6%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.9% | +2.2% | -0.5% |
| 7D | -0.6% | -5.1% | +4.5% | -0.4% |
| 30D | -13.5% | +13.4% | -26.9% | -14.0% |
| 3M | +2.6% | +36.2% | -33.7% | +0.9% |
| 6M | +32.7% | -9.8% | +42.5% | +32.7% |
| YTD | +13.6% | +7.7% | +5.9% | +12.6% |
| 1Y | +28.8% | +27.2% | +1.6% | +26.7% |
| 3Y | +98.2% | +300.3% | -202.1% | +84.8% |
| 5Y | +105.9% | +539.8% | -433.8% | +85.7% |
| All | +129.3% | +1,081.9% | -952.6% | +118.5% |
Cumulative growth
Daily Returns
Daily percentage return beside GFI.
Daily Out/Under-Performance
Portfolio return minus GFI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GFI 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 GFI 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