+64.1%
DIA vs CG
+9.5%
+54.7%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.2% | +1.0% | -0.6% |
| 7D | +0.1% | -1.3% | +1.3% | +0.4% |
| 30D | -2.1% | -3.2% | +1.1% | -1.4% |
| 3M | +4.2% | +6.2% | -2.1% | +2.2% |
| 6M | +11.9% | -4.7% | +16.6% | +12.5% |
| YTD | +10.8% | -20.6% | +31.4% | +16.4% |
| 1Y | +17.5% | -26.4% | +43.9% | +25.3% |
| 3Y | +59.9% | +55.4% | +4.6% | +35.3% |
| 5Y | +64.1% | +9.8% | +54.3% | +44.9% |
| All | +64.1% | +9.5% | +54.7% | +44.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CG.
Daily Out/Under-Performance
Portfolio return minus CG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CG 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 CG 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