+98.5%
DAL vs GTLB
+0.5%
+98.0%
-47.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.1% | +0.7% | +1.6% |
| 7D | +0.1% | +11.1% | -10.9% | -2.0% |
| 30D | -13.9% | +37.8% | -51.7% | -19.7% |
| 3M | +1.1% | +61.6% | -60.5% | -9.1% |
| 6M | +26.2% | +98.9% | -72.7% | +7.3% |
| YTD | +16.4% | +32.8% | -16.3% | +7.8% |
| 1Y | +33.9% | +14.7% | +19.2% | +27.3% |
| All | +98.5% | +0.5% | +98.0% | +75.7% |
Cumulative growth
Daily Returns
Daily percentage return beside GTLB.
Daily Out/Under-Performance
Portfolio return minus GTLB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GTLB 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 GTLB 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