+157.7%
DAL vs GGLL
+328.7%
-171.0%
-47.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -2.3% | +4.1% | +2.3% |
| 7D | +0.1% | -4.8% | +4.9% | +1.2% |
| 30D | -13.9% | -13.7% | -0.2% | -11.3% |
| 3M | +1.1% | -21.9% | +22.9% | +5.2% |
| 6M | +26.2% | +11.7% | +14.6% | +20.2% |
| YTD | +16.4% | +2.3% | +14.2% | +12.5% |
| 1Y | +33.9% | +76.2% | -42.3% | +13.1% |
| 3Y | +93.4% | +245.0% | -151.6% | +32.1% |
| All | +157.7% | +328.7% | -171.0% | +74.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling