+100.0%
DAL vs GWRE
+66.3%
+33.6%
-47.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -7.8% | +6.3% | -0.3% |
| 7D | +3.4% | -25.6% | +28.9% | +7.6% |
| 30D | -13.6% | -12.2% | -1.3% | -12.7% |
| 3M | +1.2% | +17.7% | -16.5% | -3.8% |
| 6M | +34.5% | -11.3% | +45.8% | +34.6% |
| YTD | +14.7% | -25.5% | +40.2% | +20.3% |
| 1Y | +29.2% | -42.8% | +72.1% | +46.8% |
| 3Y | +100.0% | +59.0% | +41.0% | +59.3% |
| All | +100.0% | +66.3% | +33.6% | +59.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling