+1,107.4%
DIA vs GPC
+848.0%
+259.4%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +2.3% | -0.2% | +1.1% |
| 7D | +0.8% | +0.8% | -0.1% | +0.4% |
| 30D | +1.4% | -1.1% | +2.5% | +1.7% |
| 3M | -2.7% | -6.6% | +3.9% | +0.1% |
| 6M | +6.2% | +22.2% | -16.0% | -5.0% |
| YTD | +10.1% | +5.1% | +5.1% | +4.2% |
| 1Y | +13.0% | +2.8% | +10.2% | +8.0% |
| 3Y | +61.9% | +2.4% | +59.5% | +48.2% |
| 5Y | +57.1% | +7.8% | +49.3% | +36.6% |
| 10Y | +240.9% | +87.2% | +153.6% | +106.6% |
| All | +1,107.4% | +848.0% | +259.4% | +168.3% |
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