title: Create DataFrame from diagonal of other DataFrame
body: <p>I have a covariance matrix for two stocks in a pandas DataFrame and would like to create a dataframe that has only the diagonal of that matrix.</p>
  
  <p>The matrix looks like this:</p>
  
  <pre><code>        AAPL        GM
  AAPL    0.079894    0.034113
  GM      0.034113    0.060838
  </code></pre>
  
  <p>And I would like a DataFrame with indexes <code>[AAPL, GM]</code> and a column called <code>covariance</code> or something that would look like this:</p>
  
  <pre><code>        covariance      
  AAPL    0.079894    
  GM      0.060838
  </code></pre>
  
  <p>Is there a simple way to do this or will I end up writing for loops to fill other data structures to do it?</p>
  
  <p>Thank you</p>