+112.1%
DAL vs GFS
-3.7%
+115.8%
-47.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.5% | +0.3% | +1.3% |
| 7D | +0.1% | +1.0% | -0.9% | -0.2% |
| 30D | -13.9% | -8.6% | -5.3% | -11.8% |
| 3M | +1.1% | -46.5% | +47.6% | +21.5% |
| 6M | +26.2% | -4.8% | +31.1% | +21.8% |
| YTD | +16.4% | +29.7% | -13.2% | -1.9% |
| 1Y | +33.9% | +35.8% | -2.0% | +10.1% |
| 3Y | +93.4% | -18.3% | +111.7% | +81.6% |
| All | +112.1% | -3.7% | +115.8% | +80.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling