+119.9%
DAL vs GTLB
-49.0%
+168.9%
-47.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -1.8% | +4.0% | +2.5% |
| 7D | +8.8% | -11.1% | +19.9% | +11.1% |
| 30D | +5.4% | -7.5% | +12.9% | +6.6% |
| 3M | -4.9% | +34.8% | -39.7% | -10.7% |
| 6M | +19.8% | +98.0% | -78.1% | +4.1% |
| YTD | +27.0% | +28.1% | -1.1% | +18.3% |
| 1Y | +52.5% | +5.6% | +46.9% | +46.8% |
| 3Y | +173.8% | +15.9% | +157.9% | +148.6% |
| 5Y | +104.5% | -61.1% | +165.6% | +85.1% |
| All | +119.9% | -49.0% | +168.9% | +97.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling