+251.0%
GM vs DAL
+701.3%
-450.3%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.0% | +1.2% | +0.6% |
| 7D | -3.8% | +2.3% | -6.1% | -4.8% |
| 30D | +7.9% | +14.3% | -6.4% | +1.8% |
| 3M | -0.3% | +1.3% | -1.6% | -1.3% |
| 6M | +18.6% | +29.3% | -10.7% | +5.4% |
| YTD | +10.0% | +33.0% | -22.9% | -4.2% |
| 1Y | +25.9% | +59.8% | -33.9% | +1.3% |
| 3Y | +241.2% | +177.2% | +64.0% | +103.7% |
| 5Y | +50.0% | +118.4% | -68.3% | -2.6% |
| 10Y | +215.1% | +121.4% | +93.7% | +87.8% |
| All | +251.0% | +701.3% | -450.3% | +15.6% |
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