+14.9%
DIA vs GIS
-17.8%
+32.6%
-9.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +5.2% | -2.1% | +2.9% |
| 7D | +1.6% | +8.5% | -6.9% | +1.4% |
| 30D | +4.1% | +15.3% | -11.2% | +3.7% |
| 3M | -1.0% | +0.9% | -2.0% | -1.2% |
| 6M | +9.7% | +7.9% | +1.7% | +9.4% |
| YTD | +12.2% | -17.6% | +29.8% | +10.7% |
| 1Y | +14.9% | -17.4% | +32.2% | +13.2% |
| All | +14.9% | -17.8% | +32.6% | +13.2% |
Cumulative growth
Daily Returns
Daily percentage return beside GIS.
Daily Out/Under-Performance
Portfolio return minus GIS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GIS 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 GIS 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