+534.9%
GEV vs DAL
+104.9%
+430.0%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | +5.3% | +1.9% | +4.9% |
| 7D | -3.8% | +10.0% | -13.9% | -7.9% |
| 30D | -17.4% | +12.0% | -29.4% | -21.6% |
| 3M | -16.2% | +0.8% | -17.0% | -16.9% |
| 6M | -20.2% | +26.2% | -46.4% | -28.4% |
| YTD | +27.2% | +33.7% | -6.5% | +9.7% |
| 1Y | +44.6% | +57.6% | -13.0% | +15.9% |
| All | +534.9% | +104.9% | +430.0% | +322.0% |
Cumulative growth
Daily Returns
Daily percentage return beside DAL.
Daily Out/Under-Performance
Portfolio return minus DAL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DAL 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 DAL 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