+131.4%
DAL vs GFS
-17.5%
+148.9%
-47.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +6.2% | -4.1% | +0.2% |
| 7D | +8.8% | -7.8% | +16.6% | +11.2% |
| 30D | +5.4% | -19.7% | +25.1% | +11.9% |
| 3M | -4.9% | -23.1% | +18.2% | +1.8% |
| 6M | +19.8% | -46.4% | +66.2% | +40.2% |
| YTD | +27.0% | +11.0% | +16.0% | +11.1% |
| 1Y | +52.5% | +12.6% | +39.8% | +32.3% |
| 3Y | +173.8% | -24.9% | +198.8% | +161.1% |
| 5Y | +104.5% | -39.1% | +143.6% | +94.4% |
| All | +131.4% | -17.5% | +148.9% | +104.3% |
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 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