+493.9%
GLW vs DAL
+127.0%
+366.9%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +2.2% | +0.5% | +1.9% |
| 7D | -13.9% | +8.8% | -22.7% | -16.5% |
| 30D | -35.0% | +5.4% | -40.4% | -36.3% |
| 3M | -32.4% | -4.9% | -27.4% | -31.3% |
| 6M | -41.3% | +19.8% | -61.2% | -45.2% |
| YTD | +21.8% | +27.0% | -5.1% | +11.3% |
| 1Y | +21.8% | +52.5% | -30.6% | +4.5% |
| 3Y | +307.7% | +173.8% | +133.8% | +172.5% |
| 5Y | +213.7% | +104.5% | +109.2% | +123.7% |
| All | +493.9% | +127.0% | +366.9% | +289.9% |
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 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