+57.9%
DIA vs GD
+99.6%
-41.7%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.1% | 0.0% | +0.1% |
| 7D | +2.1% | +2.7% | -0.5% | +1.2% |
| 30D | +1.5% | +8.6% | -7.1% | -1.7% |
| 3M | -2.4% | -7.1% | +4.6% | +0.1% |
| 6M | +6.0% | +7.5% | -1.5% | +2.6% |
| YTD | +10.1% | +9.9% | +0.2% | +5.1% |
| 1Y | +11.8% | +7.6% | +4.3% | +7.7% |
| 3Y | +59.7% | +56.2% | +3.5% | +28.9% |
| All | +57.9% | +99.6% | -41.7% | +9.2% |
Cumulative growth
Daily Returns
Daily percentage return beside GD.
Daily Out/Under-Performance
Portfolio return minus GD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GD 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 GD 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