+103.2%
GLD vs DAL
+168.1%
-64.9%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +2.2% | -2.9% | -0.9% |
| 7D | +4.7% | +8.8% | -4.1% | +4.3% |
| 30D | -0.9% | +5.4% | -6.3% | -1.2% |
| 3M | -4.4% | -4.9% | +0.5% | -4.4% |
| 6M | -13.6% | +19.8% | -33.4% | -14.3% |
| YTD | -6.0% | +27.0% | -33.0% | -6.9% |
| 1Y | +1.8% | +52.5% | -50.7% | +0.5% |
| 3Y | +103.2% | +173.8% | -70.7% | +94.9% |
| All | +103.2% | +168.1% | -64.9% | +94.9% |
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