+98.5%
DAL vs GIS
-33.1%
+131.5%
-47.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -2.5% | +4.3% | +1.8% |
| 7D | +0.1% | -7.8% | +8.0% | 0.0% |
| 30D | -13.9% | +6.6% | -20.5% | -13.9% |
| 3M | +1.1% | +21.0% | -19.9% | +1.3% |
| 6M | +26.2% | -9.1% | +35.3% | +25.4% |
| YTD | +16.4% | -13.6% | +30.0% | +15.4% |
| 1Y | +33.9% | -18.0% | +51.9% | +32.7% |
| All | +98.5% | -33.1% | +131.5% | +96.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling