+422.7%
DIA vs CG
+281.3%
+141.3%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.7% | +0.3% | -0.2% |
| 7D | -0.9% | -1.2% | +0.2% | -0.6% |
| 30D | +0.3% | +5.0% | -4.8% | -1.2% |
| 3M | -4.5% | -18.2% | +13.7% | +0.6% |
| 6M | +3.4% | -20.7% | +24.1% | +9.4% |
| YTD | +7.8% | -31.4% | +39.2% | +18.0% |
| 1Y | +10.7% | -22.3% | +33.0% | +16.9% |
| 3Y | +57.5% | +50.2% | +7.4% | +32.9% |
| 5Y | +53.7% | -22.1% | +75.8% | +50.8% |
| 10Y | +247.2% | +295.5% | -48.4% | +117.5% |
| All | +422.7% | +281.3% | +141.3% | +221.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling