+526.0%
GLW vs DAL
+108.0%
+417.9%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -0.3% | -4.0% | -4.2% |
| 7D | +7.7% | -1.1% | +8.8% | +8.2% |
| 30D | -18.8% | +12.8% | -31.7% | -22.4% |
| 3M | -27.7% | -5.3% | -22.5% | -26.5% |
| 6M | -44.4% | +22.4% | -66.8% | -48.3% |
| YTD | +31.3% | +25.6% | +5.7% | +20.4% |
| 1Y | +40.0% | +45.5% | -5.5% | +22.1% |
| 3Y | +339.2% | +161.0% | +178.3% | +198.6% |
| 5Y | +229.2% | +112.2% | +116.9% | +131.9% |
| All | +526.0% | +108.0% | +417.9% | +322.7% |
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