+50.5%
DAL vs GIS
-18.9%
+69.4%
-22.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -2.6% | +4.8% | +2.2% |
| 7D | +8.8% | +3.6% | +5.2% | +8.7% |
| 30D | +5.4% | +13.9% | -8.5% | +5.8% |
| 3M | -4.9% | +0.3% | -5.2% | -5.4% |
| 6M | +19.8% | +5.0% | +14.9% | +19.4% |
| YTD | +27.0% | -18.4% | +45.4% | +20.0% |
| All | +50.5% | -18.9% | +69.4% | +42.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling