+638.9%
DIA vs GNRC
+2,120.5%
-1,481.6%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.5% | -2.7% | -1.4% |
| 7D | +0.1% | +4.8% | -4.8% | -0.8% |
| 30D | -2.1% | -10.4% | +8.3% | -0.3% |
| 3M | +4.2% | -28.5% | +32.6% | +9.7% |
| 6M | +11.9% | -6.8% | +18.7% | +11.6% |
| YTD | +10.8% | +39.5% | -28.7% | +1.9% |
| 1Y | +17.5% | +3.4% | +14.1% | +13.6% |
| 3Y | +59.9% | +65.1% | -5.2% | +37.8% |
| 5Y | +64.1% | -57.1% | +121.2% | +73.1% |
| 10Y | +246.2% | +432.5% | -186.3% | +110.4% |
| All | +638.9% | +2,120.5% | -1,481.6% | +224.9% |
Cumulative growth
Daily Returns
Daily percentage return beside GNRC.
Daily Out/Under-Performance
Portfolio return minus GNRC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GNRC 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 GNRC 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