+351.3%
DAL vs GIS
+146.6%
+204.6%
-81.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -2.5% | +4.3% | +2.6% |
| 7D | +0.1% | -7.8% | +8.0% | +2.8% |
| 30D | -13.9% | +6.6% | -20.5% | -16.0% |
| 3M | +1.1% | +21.0% | -19.9% | -6.1% |
| 6M | +26.2% | -9.1% | +35.3% | +29.3% |
| YTD | +16.4% | -13.6% | +30.0% | +20.7% |
| 1Y | +33.9% | -18.0% | +51.9% | +40.8% |
| 3Y | +93.4% | -33.7% | +127.0% | +115.4% |
| 5Y | +106.4% | -19.4% | +125.8% | +102.3% |
| 10Y | +143.0% | -21.3% | +164.2% | +128.6% |
| All | +351.3% | +146.6% | +204.6% | +53.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling