+351.3%
DAL vs GFI
+350.3%
+1.0%
-81.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.6% | +3.4% | +1.9% |
| 7D | +0.1% | +3.1% | -3.0% | 0.0% |
| 30D | -13.9% | +27.1% | -41.0% | -14.7% |
| 3M | +1.1% | +21.2% | -20.1% | +0.3% |
| 6M | +26.2% | -4.5% | +30.7% | +26.1% |
| YTD | +16.4% | +11.7% | +4.7% | +15.6% |
| 1Y | +33.9% | +46.0% | -12.2% | +31.7% |
| 3Y | +93.4% | +309.6% | -216.2% | +83.5% |
| 5Y | +106.4% | +506.0% | -399.7% | +91.9% |
| 10Y | +143.0% | +1,009.2% | -866.2% | +120.9% |
| All | +351.3% | +350.3% | +1.0% | +268.9% |
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