+410.2%
GLW vs DAL
+95.1%
+315.1%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| 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% | +3.7% |
| 3M | -21.8% | +1.1% | -22.9% | -22.0% |
| 6M | +6.9% | +26.2% | -19.3% | -0.9% |
| YTD | +77.2% | +16.4% | +60.7% | +67.3% |
| 1Y | +123.2% | +33.9% | +89.4% | +101.6% |
| All | +410.2% | +95.1% | +315.1% | +271.1% |
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