-13.1%
DOW vs GIS
+4.9%
-18.0%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | GIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.4% | -2.7% | -0.5% |
| 7D | +5.2% | -3.4% | +8.6% | +5.6% |
| 30D | +13.2% | +6.9% | +6.3% | +12.1% |
| 3M | +10.1% | -10.1% | +20.2% | +9.9% |
| 6M | -13.1% | +5.9% | -18.9% | -11.3% |
| All | -13.1% | +4.9% | -18.0% | -11.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling