+502.7%
GLD vs DAL
+329.9%
+172.8%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.8% | -2.6% | -0.8% |
| 7D | -0.5% | +0.1% | -0.6% | -0.5% |
| 30D | +4.4% | -13.9% | +18.3% | +4.0% |
| 3M | -1.1% | +1.1% | -2.2% | -1.0% |
| 6M | -13.8% | +26.2% | -40.0% | -13.1% |
| YTD | +2.6% | +16.4% | -13.8% | +3.2% |
| 1Y | +24.5% | +33.9% | -9.3% | +25.8% |
| 3Y | +125.8% | +93.4% | +32.5% | +132.0% |
| 5Y | +137.8% | +106.4% | +31.4% | +146.2% |
| 10Y | +221.4% | +143.0% | +78.4% | +240.7% |
| All | +502.7% | +329.9% | +172.8% | +627.5% |
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