+235.7%
DIA vs GIS
-16.9%
+252.6%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.4% | -2.3% | -0.3% |
| 7D | +2.1% | -3.4% | +5.5% | +2.8% |
| 30D | +1.5% | +6.9% | -5.4% | -0.1% |
| 3M | -2.4% | -10.1% | +7.7% | -0.6% |
| 6M | +6.0% | +5.9% | +0.1% | +3.8% |
| YTD | +10.1% | -21.1% | +31.2% | +14.7% |
| 1Y | +11.8% | -22.5% | +34.3% | +17.0% |
| 3Y | +59.7% | -39.0% | +98.7% | +74.9% |
| 5Y | +57.9% | -33.3% | +91.2% | +66.8% |
| All | +235.7% | -16.9% | +252.6% | +224.5% |
Cumulative growth
Daily Returns
Daily percentage return beside GIS.
Daily Out/Under-Performance
Portfolio return minus GIS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GIS 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 10y: compounded portfolio wealth divided by compounded GIS 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…
10y analysis · Full analysis span regression · 6 months rolling