+53.3%
DIA vs AG
+12.9%
+40.4%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.8% | -2.2% | -0.5% |
| 7D | -0.9% | +6.3% | -7.3% | -1.4% |
| 30D | +0.3% | -8.9% | +9.2% | +0.8% |
| 3M | -4.5% | -12.2% | +7.7% | -3.9% |
| 6M | +3.4% | -28.3% | +31.7% | +5.1% |
| YTD | +7.8% | -8.8% | +16.6% | +6.8% |
| 1Y | +10.7% | +39.4% | -28.6% | +6.3% |
| 3Y | +57.5% | +229.4% | -171.9% | +36.7% |
| All | +53.3% | +12.9% | +40.4% | +49.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling