+100.0%
DAL vs GNRC
+62.7%
+37.3%
-47.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.5% | -3.0% | -2.0% |
| 7D | +3.4% | +4.8% | -1.5% | +1.7% |
| 30D | -13.6% | -10.4% | -3.2% | -10.4% |
| 3M | +1.2% | -28.5% | +29.7% | +12.4% |
| 6M | +34.5% | -6.8% | +41.3% | +33.6% |
| YTD | +14.7% | +39.5% | -24.8% | -4.6% |
| 1Y | +29.2% | +3.4% | +25.9% | +20.5% |
| 3Y | +100.0% | +65.1% | +34.8% | +51.8% |
| All | +100.0% | +62.7% | +37.3% | +51.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling