+176.3%
DAL vs GTLB
+4.2%
+172.1%
-47.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.4% | -2.4% | -1.2% |
| 7D | +2.3% | -9.6% | +12.0% | +4.3% |
| 30D | +14.3% | -15.5% | +29.8% | +17.8% |
| 3M | +1.3% | +12.4% | -11.1% | -1.7% |
| 6M | +29.3% | +84.6% | -55.3% | +12.2% |
| YTD | +33.0% | +26.1% | +6.9% | +24.2% |
| 1Y | +59.8% | +1.7% | +58.2% | +56.2% |
| All | +176.3% | +4.2% | +172.1% | +160.9% |
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