+552.8%
DIA vs GM
+231.7%
+321.1%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +0.2% |
| 3M | -2.4% | -0.2% | -2.2% | -2.8% |
| 6M | +6.0% | +13.9% | -8.0% | +1.0% |
| YTD | +10.1% | +6.5% | +3.6% | +6.5% |
| 1Y | +11.8% | +20.7% | -8.8% | +4.1% |
| 3Y | +59.7% | +229.5% | -169.8% | +5.6% |
| 5Y | +57.9% | +41.5% | +16.4% | +31.4% |
| 10Y | +236.2% | +204.8% | +31.4% | +97.9% |
| All | +552.8% | +231.7% | +321.1% | +247.1% |
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