+59.4%
DIA vs GFS
-9.0%
+68.4%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.5% | +0.2% | -0.3% |
| 7D | +1.6% | +17.2% | -15.6% | -0.7% |
| 30D | +1.2% | -8.7% | +10.0% | +2.2% |
| 3M | -2.4% | -19.7% | +17.2% | +0.1% |
| 6M | +5.7% | -40.7% | +46.4% | +11.8% |
| YTD | +9.9% | +22.5% | -12.6% | +2.2% |
| 1Y | +9.8% | +25.2% | -15.4% | +1.6% |
| 3Y | +59.8% | -17.7% | +77.4% | +53.6% |
| 5Y | +57.7% | -23.5% | +81.2% | +48.8% |
| All | +59.4% | -9.0% | +68.4% | +48.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling