+168.1%
DAL vs GGLL
+151.4%
+16.6%
-47.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -4.5% | +0.1% | -3.4% |
| 7D | +4.6% | -1.3% | +5.9% | +4.9% |
| 30D | +2.3% | -36.3% | +38.6% | +11.3% |
| 3M | -8.1% | -42.7% | +34.6% | +2.0% |
| 6M | +21.4% | -53.1% | +74.5% | +39.3% |
| YTD | +24.3% | -32.1% | +56.4% | +28.7% |
| 1Y | +47.4% | -20.1% | +67.4% | +45.6% |
| All | +168.1% | +151.4% | +16.6% | +90.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling