+104.3%
DAL vs GPN
+39.9%
+64.4%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GPN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +4.2% | -4.6% | -2.7% |
| 7D | -1.1% | -5.6% | +4.6% | +1.7% |
| 30D | +12.8% | +13.6% | -0.8% | +3.6% |
| 3M | -5.3% | -2.8% | -2.5% | -5.4% |
| 6M | +22.4% | +38.1% | -15.7% | -1.0% |
| YTD | +25.6% | +19.9% | +5.7% | +7.8% |
| 1Y | +45.5% | +23.4% | +22.1% | +22.7% |
| 3Y | +161.0% | -12.6% | +173.6% | +158.1% |
| 5Y | +112.2% | -26.6% | +138.8% | +125.5% |
| All | +104.3% | +39.9% | +64.4% | +86.4% |
Cumulative growth
Daily Returns
Daily percentage return beside GPN.
Daily Out/Under-Performance
Portfolio return minus GPN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GPN 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 GPN 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