+3.7%
GS vs DAL
+31.0%
-27.3%
-23.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | DAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +7.2% | -3.6% | +0.8% |
| 7D | +0.3% | +11.1% | -10.8% | -3.7% |
| 30D | +3.9% | +7.7% | -3.9% | +0.7% |
| 3M | -11.4% | -3.5% | -7.9% | -11.1% |
| 6M | +3.7% | +31.3% | -27.6% | -7.3% |
| All | +3.7% | +31.0% | -27.3% | -7.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling