+9.8%
DIA vs GPC
0.0%
+9.8%
-9.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.7% | +0.4% | -0.3% |
| 7D | +1.6% | -1.3% | +2.9% | +1.8% |
| 30D | +1.2% | -6.0% | +7.3% | +2.1% |
| 3M | -2.4% | -7.6% | +5.2% | -1.4% |
| 6M | +5.7% | +24.2% | -18.6% | +1.6% |
| YTD | +9.9% | +2.7% | +7.2% | +4.2% |
| 1Y | +9.8% | +0.2% | +9.7% | +4.7% |
| All | +9.8% | 0.0% | +9.8% | +4.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling