+144.7%
DAL vs GFS
-13.3%
+157.9%
-47.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.3% | +0.2% | +0.4% |
| 7D | +10.7% | -5.3% | +16.0% | +12.3% |
| 30D | +12.5% | -15.8% | +28.3% | +17.8% |
| 3M | +3.6% | -18.6% | +22.3% | +9.2% |
| 6M | +26.7% | -45.0% | +71.7% | +47.3% |
| YTD | +34.3% | +16.8% | +17.5% | +15.7% |
| 1Y | +59.1% | +17.8% | +41.3% | +36.3% |
| 3Y | +179.9% | -21.5% | +201.4% | +163.5% |
| 5Y | +119.1% | -29.3% | +148.5% | +100.8% |
| All | +144.7% | -13.3% | +157.9% | +112.7% |
Cumulative growth
Daily Returns
Daily percentage return beside GFS.
Daily Out/Under-Performance
Portfolio return minus GFS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GFS 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 GFS 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