+1,129.1%
DIA vs GPC
+941.8%
+187.3%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.1% | -1.6% | -1.1% |
| 7D | -0.2% | +1.2% | -1.4% | -0.8% |
| 30D | -1.5% | +6.0% | -7.5% | -4.3% |
| 3M | +3.8% | +42.6% | -38.9% | -13.3% |
| 6M | +10.3% | +22.8% | -12.5% | -1.5% |
| YTD | +12.1% | +15.5% | -3.4% | +1.8% |
| 1Y | +18.6% | +2.0% | +16.6% | +14.2% |
| 3Y | +60.6% | -1.4% | +62.1% | +50.1% |
| 5Y | +64.4% | +30.6% | +33.8% | +30.2% |
| 10Y | +250.1% | +80.6% | +169.5% | +118.3% |
| All | +1,129.1% | +941.8% | +187.3% | +162.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling