+240.9%
DIA vs GPC
+93.7%
+147.2%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +2.3% | -0.2% | +1.3% |
| 7D | +0.8% | +0.8% | -0.1% | +0.5% |
| 30D | +1.4% | -1.1% | +2.5% | +1.7% |
| 3M | -2.7% | -6.6% | +3.9% | -0.5% |
| 6M | +6.2% | +22.2% | -16.0% | -2.9% |
| YTD | +10.1% | +5.1% | +5.1% | +5.4% |
| 1Y | +13.0% | +2.8% | +10.2% | +9.1% |
| 3Y | +61.9% | +2.4% | +59.5% | +50.7% |
| 5Y | +57.1% | +7.8% | +49.3% | +39.5% |
| 10Y | +240.9% | +87.2% | +153.6% | +126.1% |
| All | +240.9% | +93.7% | +147.2% | +126.1% |
Cumulative growth
Daily Returns
Daily percentage return beside GPC.
Daily Out/Under-Performance
Portfolio return minus GPC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GPC 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 10y: compounded portfolio wealth divided by compounded GPC 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…
10y analysis · Full analysis span regression · 6 months rolling