+54.3%
DIA vs GD
+97.4%
-43.1%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -2.3% | -1.2% | -2.7% |
| 7D | -1.6% | -3.9% | +2.3% | -0.2% |
| 30D | 0.0% | +8.1% | -8.1% | -3.0% |
| 3M | -4.9% | -6.8% | +1.8% | -2.6% |
| 6M | +5.0% | +3.0% | +2.0% | +3.4% |
| YTD | +8.2% | +7.8% | +0.4% | +4.0% |
| 1Y | +10.3% | +5.8% | +4.5% | +6.8% |
| 3Y | +58.4% | +55.3% | +3.1% | +27.9% |
| 5Y | +54.3% | +96.7% | -42.3% | +7.6% |
| All | +54.3% | +97.4% | -43.1% | +7.6% |
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