+15.6%
DIA vs GM
+50.1%
-34.5%
-9.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.6% | +1.5% | +1.1% |
| 7D | -1.6% | -2.4% | +0.9% | -1.1% |
| 30D | -2.0% | -1.1% | -0.9% | -1.9% |
| 3M | +3.6% | +6.1% | -2.5% | +2.4% |
| 6M | +11.5% | +15.0% | -3.5% | +8.5% |
| YTD | +10.4% | +6.0% | +4.4% | +8.3% |
| 1Y | +15.6% | +47.1% | -31.5% | +10.3% |
| All | +15.6% | +50.1% | -34.5% | +10.3% |
Cumulative growth
Daily Returns
Daily percentage return beside GM.
Daily Out/Under-Performance
Portfolio return minus GM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GM 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 1y: compounded portfolio wealth divided by compounded GM 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…
1y analysis · Full analysis span regression · 6 months rolling