+63.8%
DIA vs GIS
-25.0%
+88.8%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -3.0% | +2.4% | -0.2% |
| 7D | -3.0% | -8.4% | +5.4% | -1.9% |
| 30D | -3.0% | -5.2% | +2.2% | -2.4% |
| 3M | +4.5% | +8.2% | -3.7% | +3.0% |
| 6M | +9.8% | -12.0% | +21.8% | +11.5% |
| YTD | +9.3% | -18.9% | +28.2% | +12.1% |
| 1Y | +16.0% | -23.6% | +39.6% | +20.1% |
| 3Y | +57.7% | -37.6% | +95.3% | +67.7% |
| 5Y | +63.8% | -25.2% | +89.0% | +62.2% |
| All | +63.8% | -25.0% | +88.8% | +62.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling