+297.3%
GLW vs DAL
+162.4%
+134.9%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.9% | -4.3% | -8.6% | -11.4% |
| 7D | -19.7% | +4.6% | -24.3% | -21.0% |
| 30D | -38.8% | +2.3% | -41.1% | -39.3% |
| 3M | -33.9% | -8.1% | -25.8% | -32.1% |
| 6M | -36.0% | +21.4% | -57.4% | -40.0% |
| YTD | +18.7% | +24.3% | -5.6% | +9.7% |
| 1Y | +19.8% | +47.4% | -27.6% | +5.1% |
| All | +297.3% | +162.4% | +134.9% | +162.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling