+690.4%
DAL vs GNRC
+2,087.1%
-1,396.7%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +2.4% | -0.6% | +1.1% |
| 7D | +0.1% | +1.9% | -1.8% | -0.4% |
| 30D | -13.9% | -13.8% | -0.1% | -10.4% |
| 3M | +1.1% | -32.6% | +33.7% | +12.0% |
| 6M | +26.2% | -15.2% | +41.4% | +29.9% |
| YTD | +16.4% | +37.4% | -21.0% | +3.3% |
| 1Y | +33.9% | +5.1% | +28.7% | +27.4% |
| 3Y | +93.4% | +57.5% | +35.9% | +60.6% |
| 5Y | +106.4% | -58.7% | +165.1% | +128.7% |
| 10Y | +143.0% | +395.5% | -252.5% | +26.5% |
| All | +690.4% | +2,087.1% | -1,396.7% | +159.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling