+123.5%
DAL vs GNRC
+355.2%
-231.7%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -3.7% | +4.1% | +1.6% |
| 7D | +10.7% | -13.1% | +23.9% | +15.0% |
| 30D | +12.5% | -19.2% | +31.7% | +19.3% |
| 3M | +3.6% | -11.8% | +15.4% | +6.1% |
| 6M | +26.7% | -32.5% | +59.3% | +39.3% |
| YTD | +34.3% | +33.3% | +1.0% | +16.9% |
| 1Y | +59.1% | +16.0% | +43.1% | +44.5% |
| 3Y | +179.9% | +75.5% | +104.3% | +117.8% |
| 5Y | +119.1% | -58.7% | +177.9% | +149.3% |
| All | +123.5% | +355.2% | -231.7% | -15.7% |
Cumulative growth
Daily Returns
Daily percentage return beside GNRC.
Daily Out/Under-Performance
Portfolio return minus GNRC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GNRC 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 GNRC 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