+456.4%
GLD vs DAL
+359.0%
+97.3%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -4.3% | +5.2% | +0.7% |
| 7D | +1.9% | +4.6% | -2.7% | +2.0% |
| 30D | -1.8% | +2.3% | -4.1% | -1.7% |
| 3M | -3.6% | -8.1% | +4.5% | -3.8% |
| 6M | -10.2% | +21.4% | -31.6% | -9.7% |
| YTD | -5.3% | +24.3% | -29.6% | -4.5% |
| 1Y | +2.5% | +47.4% | -44.9% | +3.8% |
| 3Y | +103.2% | +164.6% | -61.4% | +110.9% |
| 5Y | +121.1% | +100.2% | +20.9% | +128.4% |
| 10Y | +201.9% | +124.9% | +77.0% | +218.5% |
| All | +456.4% | +359.0% | +97.3% | +572.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling