+129.3%
DAL vs GWRE
+129.6%
-0.3%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.5% | +0.9% | -0.3% |
| 7D | -0.6% | -30.9% | +30.3% | +8.4% |
| 30D | -13.5% | -20.7% | +7.2% | -9.4% |
| 3M | +2.6% | +20.2% | -17.6% | -5.4% |
| 6M | +32.7% | -11.9% | +44.5% | +31.2% |
| YTD | +13.6% | -30.3% | +43.9% | +20.0% |
| 1Y | +28.8% | -44.6% | +73.5% | +46.5% |
| 3Y | +98.2% | +48.8% | +49.4% | +56.0% |
| 5Y | +105.9% | +14.8% | +91.2% | +71.6% |
| All | +129.3% | +129.6% | -0.3% | +53.0% |
Cumulative growth
Daily Returns
Daily percentage return beside GWRE.
Daily Out/Under-Performance
Portfolio return minus GWRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GWRE 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 GWRE 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