+168.3%
GM vs DAL
+98.4%
+69.9%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.5% | -0.7% | -1.7% |
| 7D | +0.4% | +3.4% | -3.0% | -0.8% |
| 30D | -1.8% | -13.6% | +11.7% | +3.1% |
| 3M | +2.6% | +1.2% | +1.4% | +1.7% |
| 6M | +14.6% | +34.5% | -19.9% | +2.9% |
| YTD | +6.2% | +14.7% | -8.5% | +0.2% |
| 1Y | +48.7% | +29.2% | +19.4% | +34.2% |
| 3Y | +168.3% | +100.0% | +68.3% | +90.7% |
| All | +168.3% | +98.4% | +69.9% | +90.7% |
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