+132.2%
DAL vs GRMN
+634.0%
-501.9%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.1% | +1.9% | +1.8% |
| 7D | +0.1% | -2.9% | +3.0% | +1.8% |
| 30D | -13.9% | -8.4% | -5.5% | -9.5% |
| 3M | +1.1% | +15.0% | -13.9% | -8.3% |
| 6M | +26.2% | +11.2% | +15.0% | +16.4% |
| YTD | +16.4% | +37.7% | -21.3% | -6.1% |
| 1Y | +33.9% | +18.5% | +15.4% | +17.1% |
| 3Y | +93.4% | +175.8% | -82.4% | -4.4% |
| 5Y | +106.4% | +75.1% | +31.3% | +34.5% |
| All | +132.2% | +634.0% | -501.9% | -32.6% |
Cumulative growth
Daily Returns
Daily percentage return beside GRMN.
Daily Out/Under-Performance
Portfolio return minus GRMN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GRMN 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 GRMN 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