+106.3%
DAL vs GPN
-41.5%
+147.8%
-47.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GPN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -3.4% | +1.9% | +0.2% |
| 7D | +3.4% | -0.7% | +4.1% | +3.7% |
| 30D | -13.6% | +3.8% | -17.4% | -15.3% |
| 3M | +1.2% | +39.2% | -38.0% | -15.1% |
| 6M | +34.5% | +17.9% | +16.6% | +21.9% |
| YTD | +14.7% | +16.4% | -1.7% | +3.5% |
| 1Y | +29.2% | +3.6% | +25.6% | +23.3% |
| 3Y | +100.0% | -26.7% | +126.7% | +121.4% |
| 5Y | +106.3% | -44.8% | +151.1% | +149.1% |
| All | +106.3% | -41.5% | +147.8% | +149.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling