+100.0%
DAL vs GFI
+317.3%
-217.3%
-47.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.4% | -1.1% | -1.5% |
| 7D | +3.4% | +5.7% | -2.3% | +3.0% |
| 30D | -13.6% | +15.6% | -29.2% | -14.4% |
| 3M | +1.2% | +31.5% | -30.3% | -0.9% |
| 6M | +34.5% | -3.7% | +38.2% | +33.4% |
| YTD | +14.7% | +11.2% | +3.4% | +13.1% |
| 1Y | +29.2% | +36.4% | -7.1% | +26.8% |
| 3Y | +100.0% | +313.5% | -213.5% | +90.1% |
| All | +100.0% | +317.3% | -217.3% | +90.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling