+135.0%
DAL vs GPN
+21.6%
+113.4%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GPN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.7% | +2.4% | +1.2% |
| 7D | +0.8% | -6.2% | +7.0% | +4.4% |
| 30D | -11.7% | +1.0% | -12.8% | -12.5% |
| 3M | -2.7% | +36.9% | -39.6% | -19.4% |
| 6M | +30.7% | +16.8% | +13.9% | +17.5% |
| YTD | +14.4% | +13.2% | +1.1% | +3.1% |
| 1Y | +31.2% | +1.4% | +29.8% | +25.1% |
| 3Y | +99.4% | -28.6% | +128.1% | +126.1% |
| 5Y | +98.6% | -47.0% | +145.5% | +159.7% |
| 10Y | +135.0% | +25.2% | +109.8% | +136.5% |
| All | +135.0% | +21.6% | +113.4% | +136.5% |
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