+39.4%
GM vs DAL
+57.1%
-17.7%
-16.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +7.2% | -2.5% | +1.7% |
| 7D | +12.1% | +11.1% | +1.0% | +7.4% |
| 30D | +15.2% | +7.7% | +7.5% | +11.7% |
| 3M | +4.9% | -3.5% | +8.4% | +6.3% |
| 6M | +22.6% | +31.3% | -8.7% | +8.4% |
| YTD | +14.4% | +30.0% | -15.5% | +1.0% |
| 1Y | +39.4% | +62.1% | -22.7% | +10.7% |
| All | +39.4% | +57.1% | -17.7% | +10.7% |
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 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