+1,107.0%
DIA vs GIS
+372.0%
+735.0%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.4% | -2.3% | -0.7% |
| 7D | +2.1% | -3.4% | +5.5% | +3.3% |
| 30D | +1.5% | +6.9% | -5.4% | -1.1% |
| 3M | -2.4% | -10.1% | +7.7% | +0.5% |
| 6M | +6.0% | +5.9% | +0.1% | +2.5% |
| YTD | +10.1% | -21.1% | +31.2% | +17.3% |
| 1Y | +11.8% | -22.5% | +34.3% | +19.7% |
| 3Y | +59.7% | -39.0% | +98.7% | +83.1% |
| 5Y | +57.9% | -33.3% | +91.2% | +71.9% |
| 10Y | +236.2% | -17.0% | +253.3% | +221.4% |
| All | +1,107.0% | +372.0% | +735.0% | +454.1% |
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