+767.2%
GLW vs DAL
+142.6%
+624.6%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +1.8% | +3.9% | +5.1% |
| 7D | +3.8% | +0.1% | +3.6% | +3.7% |
| 30D | -1.3% | -13.9% | +12.6% | +3.8% |
| 3M | -21.8% | +1.1% | -22.9% | -22.2% |
| 6M | +6.9% | +26.2% | -19.3% | -1.4% |
| YTD | +77.2% | +16.4% | +60.7% | +66.9% |
| 1Y | +123.2% | +33.9% | +89.4% | +99.9% |
| 3Y | +400.0% | +93.4% | +306.6% | +277.0% |
| 5Y | +342.8% | +106.4% | +236.5% | +214.5% |
| All | +767.2% | +142.6% | +624.6% | +475.4% |
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