+211.8%
GLD vs DAL
+124.5%
+87.4%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.0% | -0.2% | -1.1% |
| 7D | -2.0% | +2.3% | -4.3% | -2.0% |
| 30D | -4.4% | +14.3% | -18.8% | -4.6% |
| 3M | -8.9% | +1.3% | -10.2% | -9.0% |
| 6M | -16.0% | +29.3% | -45.3% | -16.2% |
| YTD | -7.9% | +33.0% | -40.8% | -8.1% |
| 1Y | -3.9% | +59.8% | -63.7% | -4.1% |
| 3Y | +103.4% | +177.2% | -73.8% | +103.1% |
| 5Y | +109.7% | +118.4% | -8.6% | +109.3% |
| 10Y | +211.8% | +121.4% | +90.4% | +209.6% |
| All | +211.8% | +124.5% | +87.4% | +209.6% |
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