+246.5%
GM vs DAL
+601.5%
-355.0%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.8% | -1.0% | +0.1% |
| 7D | +1.9% | +0.1% | +1.8% | +1.8% |
| 30D | -1.4% | -13.9% | +12.6% | +4.9% |
| 3M | +5.9% | +1.1% | +4.8% | +4.8% |
| 6M | +12.4% | +26.2% | -13.9% | +1.0% |
| YTD | +8.6% | +16.4% | -7.8% | +0.4% |
| 1Y | +52.6% | +33.9% | +18.8% | +32.0% |
| 3Y | +169.7% | +93.4% | +76.3% | +88.3% |
| 5Y | +87.5% | +106.4% | -18.8% | +24.5% |
| 10Y | +233.0% | +143.0% | +90.0% | +96.8% |
| All | +246.5% | +601.5% | -355.0% | +21.0% |
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 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