+415.5%
DAL vs GPN
+460.9%
-45.4%
-81.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GPN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.3% | +0.4% | -0.2% |
| 7D | +2.3% | +4.3% | -2.0% | -0.2% |
| 30D | +14.3% | +22.1% | -7.8% | +0.6% |
| 3M | +1.3% | +17.1% | -15.8% | -9.2% |
| 6M | +29.3% | +46.7% | -17.4% | +0.4% |
| YTD | +33.0% | +30.8% | +2.2% | +8.0% |
| 1Y | +59.8% | +31.5% | +28.4% | +29.4% |
| 3Y | +177.2% | -5.1% | +182.3% | +161.3% |
| 5Y | +118.4% | -18.1% | +136.5% | +117.2% |
| 10Y | +121.4% | +53.1% | +68.3% | +43.7% |
| All | +415.5% | +460.9% | -45.4% | +24.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling