+52.3%
GM vs DAL
+32.1%
+20.2%
-16.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.8% | -1.2% | 0.0% |
| 7D | +1.7% | +0.1% | +1.6% | +1.6% |
| 30D | -1.6% | -13.9% | +12.4% | +4.0% |
| 3M | +5.7% | +1.1% | +4.6% | +4.6% |
| 6M | +12.2% | +26.2% | -14.1% | +2.5% |
| YTD | +8.4% | +16.4% | -8.0% | +1.4% |
| 1Y | +52.3% | +33.9% | +18.4% | +35.0% |
| All | +52.3% | +32.1% | +20.2% | +35.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling