+62.1%
DAL vs GGLL
-11.6%
+73.7%
-22.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.2% | +6.5% | +0.6% | +6.2% |
| 7D | +11.1% | -23.1% | +34.2% | +14.4% |
| 30D | +7.7% | -32.9% | +40.6% | +13.6% |
| 3M | -3.5% | -44.9% | +41.3% | +4.9% |
| 6M | +31.3% | -49.5% | +80.8% | +44.7% |
| YTD | +30.0% | -28.9% | +58.9% | +30.1% |
| 1Y | +62.1% | -12.2% | +74.3% | +59.1% |
| All | +62.1% | -11.6% | +73.7% | +59.1% |
Cumulative growth
Daily Returns
Daily percentage return beside GGLL.
Daily Out/Under-Performance
Portfolio return minus GGLL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GGLL 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 1y: compounded portfolio wealth divided by compounded GGLL 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…
1y analysis · Full analysis span regression · 6 months rolling