+246.2%
DIA vs GPC
+79.8%
+166.4%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.9% | +1.8% | 0.0% |
| 7D | +0.1% | +0.2% | -0.1% | 0.0% |
| 30D | -2.1% | -0.4% | -1.7% | -2.0% |
| 3M | +4.2% | +39.2% | -35.0% | -9.0% |
| 6M | +11.9% | +18.2% | -6.3% | +3.8% |
| YTD | +10.8% | +12.1% | -1.3% | +3.8% |
| 1Y | +17.5% | -0.7% | +18.2% | +15.4% |
| 3Y | +59.9% | -1.7% | +61.6% | +52.0% |
| 5Y | +64.1% | +29.3% | +34.9% | +34.9% |
| 10Y | +246.2% | +80.7% | +165.5% | +132.4% |
| All | +246.2% | +79.8% | +166.4% | +132.4% |
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