+59.7%
DIA vs GM
+231.6%
-171.9%
-16.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.3% | +0.4% | +0.2% |
| 7D | +2.1% | -0.2% | +2.3% | +2.2% |
| 30D | +1.5% | +3.6% | -2.1% | +0.7% |
| 3M | -2.4% | -0.2% | -2.2% | -2.6% |
| 6M | +6.0% | +13.9% | -8.0% | +2.8% |
| YTD | +10.1% | +6.5% | +3.6% | +7.8% |
| 1Y | +11.8% | +20.7% | -8.8% | +6.8% |
| 3Y | +59.7% | +229.5% | -169.8% | +30.7% |
| All | +59.7% | +231.6% | -171.9% | +30.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling