+122.8%
DAL vs GPC
+85.6%
+37.2%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -1.3% | +3.5% | +3.0% |
| 7D | +8.8% | +1.6% | +7.2% | +7.8% |
| 30D | +5.4% | -2.1% | +7.5% | +6.5% |
| 3M | -4.9% | -6.8% | +1.9% | -1.0% |
| 6M | +19.8% | +18.6% | +1.3% | +5.6% |
| YTD | +27.0% | +2.7% | +24.3% | +19.6% |
| 1Y | +52.5% | +1.8% | +50.7% | +44.3% |
| 3Y | +173.8% | +1.1% | +172.8% | +146.4% |
| 5Y | +104.5% | +4.1% | +100.5% | +74.7% |
| All | +122.8% | +85.6% | +37.2% | +28.2% |
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