+254.0%
GM vs DAL
+705.5%
-451.5%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +5.3% | -1.2% | +1.8% |
| 7D | -0.3% | +10.0% | -10.4% | -4.3% |
| 30D | +8.4% | +12.0% | -3.7% | +3.0% |
| 3M | +2.6% | +0.8% | +1.8% | +1.7% |
| 6M | +14.3% | +26.2% | -11.9% | +2.6% |
| YTD | +11.0% | +33.7% | -22.7% | -3.6% |
| 1Y | +27.8% | +57.6% | -29.8% | +3.5% |
| 3Y | +246.7% | +183.5% | +63.2% | +105.0% |
| 5Y | +59.6% | +114.2% | -54.6% | +4.4% |
| 10Y | +249.1% | +128.1% | +121.0% | +106.2% |
| All | +254.0% | +705.5% | -451.5% | +16.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling