+381.8%
DAL vs GPC
+359.7%
+22.1%
-81.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -1.6% | -2.8% | -3.1% |
| 7D | +4.6% | +1.7% | +2.9% | +3.3% |
| 30D | +2.3% | -2.3% | +4.6% | +3.8% |
| 3M | -8.1% | -4.5% | -3.6% | -5.2% |
| 6M | +21.4% | +21.6% | -0.1% | +1.2% |
| YTD | +24.3% | +4.0% | +20.3% | +13.6% |
| 1Y | +47.4% | +3.5% | +43.9% | +35.1% |
| 3Y | +164.6% | +2.1% | +162.5% | +127.8% |
| 5Y | +100.2% | +5.5% | +94.8% | +61.1% |
| 10Y | +124.9% | +90.7% | +34.1% | -4.2% |
| All | +381.8% | +359.7% | +22.1% | -36.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling