+486.7%
GS vs DAL
+127.0%
+359.7%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.2% | -2.5% | -1.2% |
| 7D | -3.2% | +8.8% | -12.0% | -6.5% |
| 30D | -2.4% | +5.4% | -7.8% | -4.6% |
| 3M | -15.7% | -4.9% | -10.8% | -14.2% |
| 6M | -6.8% | +19.8% | -26.6% | -14.1% |
| YTD | -0.1% | +27.0% | -27.0% | -10.4% |
| 1Y | +12.1% | +52.5% | -40.4% | -6.7% |
| 3Y | +185.8% | +173.8% | +11.9% | +79.1% |
| 5Y | +140.1% | +104.5% | +35.5% | +62.3% |
| All | +486.7% | +127.0% | +359.7% | +260.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling