+59.1%
DAL vs GPN
+34.1%
+25.0%
-22.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GPN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +3.9% | -3.5% | -0.7% |
| 7D | +10.7% | +3.7% | +7.0% | +9.5% |
| 30D | +12.5% | +23.6% | -11.1% | +5.2% |
| 3M | +3.6% | +18.3% | -14.6% | -1.8% |
| 6M | +26.7% | +47.8% | -21.1% | +10.2% |
| YTD | +34.3% | +32.6% | +1.7% | +23.3% |
| 1Y | +59.1% | +36.0% | +23.2% | +42.0% |
| All | +59.1% | +34.1% | +25.0% | +42.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling