+59.5%
DIA vs GFS
-2.1%
+61.6%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.9% | -2.7% | -1.0% |
| 7D | -1.2% | +4.5% | -5.7% | -1.9% |
| 30D | -2.7% | -8.2% | +5.5% | -1.6% |
| 3M | +3.3% | -38.9% | +42.1% | +10.0% |
| 6M | +10.4% | -2.9% | +13.3% | +8.1% |
| YTD | +10.0% | +31.8% | -21.8% | +1.7% |
| 1Y | +16.2% | +43.1% | -27.0% | +5.6% |
| 3Y | +58.7% | -20.6% | +79.4% | +54.2% |
| All | +59.5% | -2.1% | +61.6% | +48.0% |
Cumulative growth
Daily Returns
Daily percentage return beside GFS.
Daily Out/Under-Performance
Portfolio return minus GFS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GFS 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 GFS 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