+1,105.4%
DIA vs GIS
+361.0%
+744.5%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.0% | +1.6% | +0.3% |
| 7D | +1.6% | -8.1% | +9.7% | +4.4% |
| 30D | +1.2% | +5.3% | -4.1% | -0.8% |
| 3M | -2.4% | -10.5% | +8.1% | +0.7% |
| 6M | +5.7% | +1.8% | +3.9% | +3.6% |
| YTD | +9.9% | -22.9% | +32.9% | +18.0% |
| 1Y | +9.8% | -22.9% | +32.8% | +17.8% |
| 3Y | +59.8% | -40.5% | +100.3% | +84.7% |
| 5Y | +57.7% | -34.9% | +92.6% | +73.0% |
| 10Y | +235.8% | -19.0% | +254.8% | +223.6% |
| All | +1,105.4% | +361.0% | +744.5% | +457.8% |
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