+57.3%
DIA vs GM
+168.3%
-110.9%
-16.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +2.8% | -3.5% | -1.2% |
| 7D | -3.0% | -1.1% | -2.0% | -2.8% |
| 30D | -3.0% | -3.4% | +0.4% | -2.4% |
| 3M | +4.5% | +8.7% | -4.2% | +2.6% |
| 6M | +9.8% | +15.4% | -5.6% | +6.3% |
| YTD | +9.3% | +6.6% | +2.7% | +7.2% |
| 1Y | +16.0% | +51.5% | -35.5% | +5.9% |
| All | +57.3% | +168.3% | -110.9% | +27.9% |
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