+52.5%
DAL vs GGLL
-19.4%
+71.9%
-22.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +1.4% | +0.8% | +1.9% |
| 7D | +8.8% | +3.1% | +5.7% | +8.4% |
| 30D | +5.4% | -36.3% | +41.7% | +11.9% |
| 3M | -4.9% | -40.4% | +35.4% | +1.8% |
| 6M | +19.8% | -54.6% | +74.5% | +34.2% |
| YTD | +27.0% | -31.1% | +58.1% | +27.7% |
| 1Y | +52.5% | -19.2% | +71.6% | +51.9% |
| All | +52.5% | -19.4% | +71.9% | +51.9% |
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