+1,106.1%
DIA vs GFI
+1,438.8%
-332.7%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.3% | -0.4% | -0.7% |
| 7D | -1.2% | +4.7% | -5.9% | -1.4% |
| 30D | -2.7% | +14.4% | -17.1% | -3.2% |
| 3M | +3.3% | +32.5% | -29.2% | +2.0% |
| 6M | +10.4% | -7.2% | +17.6% | +10.4% |
| YTD | +10.0% | +10.9% | -0.9% | +9.0% |
| 1Y | +16.2% | +35.5% | -19.3% | +14.1% |
| 3Y | +58.7% | +312.1% | -253.4% | +48.2% |
| 5Y | +63.6% | +524.6% | -461.0% | +48.9% |
| 10Y | +251.0% | +1,092.7% | -841.7% | +204.5% |
| All | +1,106.1% | +1,438.8% | -332.7% | +926.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling