+251.0%
DIA vs AG
+64.8%
+186.2%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.1% | -2.8% | -0.9% |
| 7D | -1.2% | -0.1% | -1.1% | -1.2% |
| 30D | -2.7% | +12.5% | -15.1% | -3.5% |
| 3M | +3.3% | +28.2% | -24.9% | +1.5% |
| 6M | +10.4% | -18.8% | +29.3% | +11.0% |
| YTD | +10.0% | +27.4% | -17.4% | +7.2% |
| 1Y | +16.2% | +132.2% | -116.0% | +8.8% |
| 3Y | +58.7% | +286.9% | -228.1% | +41.3% |
| 5Y | +63.6% | +72.8% | -9.2% | +49.9% |
| 10Y | +251.0% | +74.6% | +176.4% | +214.7% |
| All | +251.0% | +64.8% | +186.2% | +214.7% |
Cumulative growth
Daily Returns
Daily percentage return beside AG.
Daily Out/Under-Performance
Portfolio return minus AG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AG 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 AG 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