+388.6%
DAL vs GFI
+247.6%
+140.9%
-81.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | -4.7% | -0.5% | -5.1% |
| 7D | +1.4% | -5.4% | +6.8% | +1.6% |
| 30D | +9.1% | -1.5% | +10.6% | +9.1% |
| 3M | -3.5% | -10.2% | +6.7% | -3.2% |
| 6M | +23.4% | -19.3% | +42.6% | +24.0% |
| YTD | +26.0% | -13.7% | +39.8% | +26.1% |
| 1Y | +44.6% | -12.1% | +56.8% | +44.6% |
| 3Y | +162.7% | +208.4% | -45.6% | +151.6% |
| 5Y | +113.0% | +301.4% | -188.5% | +100.6% |
| 10Y | +109.8% | +1,285.2% | -1,175.3% | +90.5% |
| All | +388.6% | +247.6% | +140.9% | +302.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling