+183.5%
DAL vs GPN
-8.3%
+191.7%
-47.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GPN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | +0.4% | +4.9% | +5.1% |
| 7D | +10.0% | -1.9% | +11.9% | +10.9% |
| 30D | +12.0% | +18.9% | -6.9% | +3.2% |
| 3M | +0.8% | +13.8% | -13.1% | -5.7% |
| 6M | +26.2% | +42.3% | -16.1% | +5.6% |
| YTD | +33.7% | +27.6% | +6.1% | +16.4% |
| 1Y | +57.6% | +30.3% | +27.3% | +35.6% |
| 3Y | +183.5% | -5.8% | +189.3% | +155.8% |
| All | +183.5% | -8.3% | +191.7% | +155.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling