+113.0%
DAL vs GTLB
-61.5%
+174.5%
-47.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | -0.1% | -5.1% | -5.2% |
| 7D | +1.4% | -3.5% | +4.9% | +2.0% |
| 30D | +9.1% | -9.0% | +18.1% | +10.8% |
| 3M | -3.5% | +15.9% | -19.3% | -6.7% |
| 6M | +23.4% | +104.9% | -81.5% | +6.3% |
| YTD | +26.0% | +26.0% | +0.1% | +17.6% |
| 1Y | +44.6% | +1.8% | +42.8% | +40.1% |
| 3Y | +162.7% | +6.0% | +156.7% | +141.7% |
| 5Y | +113.0% | -62.2% | +175.2% | +119.0% |
| All | +113.0% | -61.5% | +174.5% | +119.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling