+128.1%
DAL vs GRMN
+693.0%
-564.9%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | +2.2% | +3.1% | +4.0% |
| 7D | +10.0% | +6.4% | +3.7% | +6.3% |
| 30D | +12.0% | +8.7% | +3.3% | +6.7% |
| 3M | +0.8% | -5.8% | +6.6% | +4.0% |
| 6M | +26.2% | +22.5% | +3.6% | +10.0% |
| YTD | +33.7% | +45.6% | -11.9% | +4.2% |
| 1Y | +57.6% | +47.5% | +10.1% | +21.9% |
| 3Y | +183.5% | +166.2% | +17.2% | +44.7% |
| 5Y | +114.2% | +124.1% | -9.9% | +19.8% |
| 10Y | +128.1% | +668.0% | -539.9% | -32.4% |
| All | +128.1% | +693.0% | -564.9% | -32.4% |
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