+118.4%
DAL vs GFI
+321.4%
-203.0%
-47.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.5% | +0.6% | -0.9% |
| 7D | +2.3% | +2.2% | +0.1% | +2.2% |
| 30D | +14.3% | +2.2% | +12.1% | +14.1% |
| 3M | +1.3% | -4.6% | +5.9% | +1.4% |
| 6M | +29.3% | -16.7% | +46.0% | +29.8% |
| YTD | +33.0% | -9.5% | +42.4% | +32.7% |
| 1Y | +59.8% | -6.8% | +66.7% | +59.2% |
| 3Y | +177.2% | +223.7% | -46.5% | +159.9% |
| 5Y | +118.4% | +321.8% | -203.4% | +92.4% |
| All | +118.4% | +321.4% | -203.0% | +92.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling