+125.6%
DAL vs GPN
+47.3%
+78.3%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GPN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +3.9% | -3.5% | -1.7% |
| 7D | +10.7% | +3.7% | +7.0% | +8.4% |
| 30D | +12.5% | +23.6% | -11.1% | -0.9% |
| 3M | +3.6% | +18.3% | -14.6% | -7.0% |
| 6M | +26.7% | +47.8% | -21.1% | -0.7% |
| YTD | +34.3% | +32.6% | +1.7% | +9.5% |
| 1Y | +59.1% | +36.0% | +23.2% | +27.8% |
| 3Y | +179.9% | -3.9% | +183.7% | +163.8% |
| 5Y | +119.1% | -19.4% | +138.5% | +121.9% |
| 10Y | +125.6% | +52.1% | +73.6% | +107.7% |
| All | +125.6% | +47.3% | +78.3% | +107.7% |
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