+64.1%
DIA vs GM
+78.3%
-14.1%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.6% | +1.5% | +1.1% |
| 7D | -1.6% | -2.4% | +0.9% | -1.0% |
| 30D | -2.0% | -1.1% | -0.9% | -1.8% |
| 3M | +3.6% | +6.1% | -2.5% | +1.9% |
| 6M | +11.5% | +15.0% | -3.5% | +7.4% |
| YTD | +10.4% | +6.0% | +4.4% | +8.0% |
| 1Y | +15.6% | +47.1% | -31.5% | +4.1% |
| 3Y | +58.9% | +170.5% | -111.6% | +19.3% |
| All | +64.1% | +78.3% | -14.1% | +29.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling