+145.3%
DAL vs GPC
+80.7%
+64.5%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.1% | +0.7% | +1.1% |
| 7D | +0.1% | +1.2% | -1.1% | -0.6% |
| 30D | -13.9% | +6.0% | -19.9% | -17.0% |
| 3M | +1.1% | +42.6% | -41.5% | -20.3% |
| 6M | +26.2% | +22.8% | +3.5% | +9.1% |
| YTD | +16.4% | +15.5% | +1.0% | +2.4% |
| 1Y | +33.9% | +2.0% | +31.8% | +27.5% |
| 3Y | +93.4% | -1.4% | +94.8% | +78.8% |
| 5Y | +106.4% | +30.6% | +75.8% | +51.7% |
| All | +145.3% | +80.7% | +64.5% | +39.5% |
Cumulative growth
Daily Returns
Daily percentage return beside GPC.
Daily Out/Under-Performance
Portfolio return minus GPC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GPC 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 GPC 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