+161.0%
DAL vs GFS
-19.0%
+180.0%
-47.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.7% | +2.4% | +0.4% |
| 7D | -1.1% | +7.4% | -8.5% | -3.1% |
| 30D | +12.8% | -15.3% | +28.1% | +17.6% |
| 3M | -5.3% | -21.1% | +15.8% | +0.4% |
| 6M | +22.4% | -44.5% | +66.8% | +40.4% |
| YTD | +25.6% | +19.2% | +6.4% | +4.7% |
| 1Y | +45.5% | +27.2% | +18.3% | +17.6% |
| 3Y | +161.0% | -20.1% | +181.1% | +129.5% |
| All | +161.0% | -19.0% | +180.0% | +129.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling