+113.0%
DAL vs GFS
-23.1%
+136.1%
-47.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | -0.5% | -4.7% | -5.1% |
| 7D | +1.4% | +17.2% | -15.8% | -3.6% |
| 30D | +9.1% | -8.7% | +17.8% | +11.3% |
| 3M | -3.5% | -19.7% | +16.2% | +2.2% |
| 6M | +23.4% | -40.7% | +64.1% | +40.1% |
| YTD | +26.0% | +22.5% | +3.5% | +6.6% |
| 1Y | +44.6% | +25.2% | +19.4% | +21.1% |
| 3Y | +162.7% | -17.7% | +180.4% | +143.0% |
| 5Y | +113.0% | -23.5% | +136.5% | +95.3% |
| All | +113.0% | -23.1% | +136.1% | +95.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling