+105.9%
GILD vs DAL
+101.0%
+4.9%
-26.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +2.1% | -2.9% | -1.0% |
| 7D | -4.8% | -0.3% | -4.5% | -4.8% |
| 30D | +5.8% | -11.1% | +16.9% | +6.9% |
| 3M | +14.9% | -2.1% | +17.0% | +15.0% |
| 6M | -0.4% | +35.8% | -36.2% | -3.3% |
| YTD | +18.5% | +16.0% | +2.5% | +16.3% |
| 1Y | +25.1% | +33.7% | -8.5% | +20.8% |
| 3Y | +105.9% | +102.3% | +3.6% | +79.1% |
| All | +105.9% | +101.0% | +4.9% | +79.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling