+1,129.1%
DIA vs GIS
+416.7%
+712.4%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.5% | +1.9% | +0.3% |
| 7D | -0.2% | -7.8% | +7.7% | +2.6% |
| 30D | -1.5% | +6.6% | -8.1% | -3.9% |
| 3M | +3.8% | +21.0% | -17.2% | -3.6% |
| 6M | +10.3% | -9.1% | +19.3% | +12.9% |
| YTD | +12.1% | -13.6% | +25.7% | +16.4% |
| 1Y | +18.6% | -18.0% | +36.7% | +25.1% |
| 3Y | +60.6% | -33.7% | +94.3% | +79.7% |
| 5Y | +64.4% | -19.4% | +83.9% | +67.5% |
| 10Y | +250.1% | -21.3% | +271.3% | +247.2% |
| All | +1,129.1% | +416.7% | +712.4% | +449.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling