+135.0%
DAL vs GNRC
+425.3%
-290.3%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.0% | +1.7% | +0.3% |
| 7D | +0.8% | +3.2% | -2.4% | -0.2% |
| 30D | -11.7% | -9.5% | -2.2% | -9.1% |
| 3M | -2.7% | -28.5% | +25.8% | +6.9% |
| 6M | +30.7% | -10.0% | +40.6% | +32.1% |
| YTD | +14.4% | +36.7% | -22.4% | +0.2% |
| 1Y | +31.2% | +2.6% | +28.6% | +25.0% |
| 3Y | +99.4% | +61.9% | +37.5% | +60.5% |
| 5Y | +98.6% | -59.0% | +157.6% | +128.0% |
| 10Y | +135.0% | +444.8% | -309.8% | -10.7% |
| All | +135.0% | +425.3% | -290.3% | -10.7% |
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