+564.8%
DIA vs GM
+238.5%
+326.3%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.8% | -1.4% | -0.8% |
| 7D | -0.2% | +1.9% | -2.1% | -0.8% |
| 30D | -1.5% | -1.4% | -0.2% | -1.2% |
| 3M | +3.8% | +5.9% | -2.1% | +1.7% |
| 6M | +10.3% | +12.4% | -2.1% | +5.9% |
| YTD | +12.1% | +8.6% | +3.5% | +8.3% |
| 1Y | +18.6% | +52.6% | -34.0% | +3.0% |
| 3Y | +60.6% | +169.7% | -109.0% | +13.3% |
| 5Y | +64.4% | +87.5% | -23.1% | +25.2% |
| 10Y | +250.1% | +233.0% | +17.1% | +101.2% |
| All | +564.8% | +238.5% | +326.3% | +253.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling