+122.8%
DAL vs GIS
-14.2%
+137.0%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -2.6% | +4.8% | +2.3% |
| 7D | +8.8% | +3.6% | +5.2% | +8.6% |
| 30D | +5.4% | +13.9% | -8.5% | +4.6% |
| 3M | -4.9% | +0.3% | -5.2% | -5.1% |
| 6M | +19.8% | +5.0% | +14.9% | +19.2% |
| YTD | +27.0% | -18.4% | +45.4% | +28.0% |
| 1Y | +52.5% | -17.4% | +69.9% | +53.4% |
| 3Y | +173.8% | -36.9% | +210.8% | +179.6% |
| 5Y | +104.5% | -30.4% | +134.9% | +104.5% |
| All | +122.8% | -14.2% | +137.0% | +108.8% |
Cumulative growth
Daily Returns
Daily percentage return beside GIS.
Daily Out/Under-Performance
Portfolio return minus GIS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GIS 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 10y: compounded portfolio wealth divided by compounded GIS 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…
10y analysis · Full analysis span regression · 6 months rolling