+64.1%
DIA vs GFI
+524.1%
-460.0%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.3% | +2.2% | +1.0% |
| 7D | -1.6% | -4.9% | +3.3% | -1.3% |
| 30D | -2.0% | +10.7% | -12.8% | -2.6% |
| 3M | +3.6% | +25.6% | -22.0% | +2.2% |
| 6M | +11.5% | -8.3% | +19.8% | +11.4% |
| YTD | +10.4% | +6.3% | +4.0% | +9.3% |
| 1Y | +15.6% | +22.1% | -6.5% | +13.5% |
| 3Y | +58.9% | +289.2% | -230.3% | +45.8% |
| All | +64.1% | +524.1% | -460.0% | +48.6% |
Cumulative growth
Daily Returns
Daily percentage return beside GFI.
Daily Out/Under-Performance
Portfolio return minus GFI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GFI 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 GFI 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