+0.1%
DOW vs GIS
-4.0%
+4.1%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.4% | -2.7% | -0.9% |
| 7D | +5.2% | -3.4% | +8.6% | +6.1% |
| 30D | +13.2% | +6.9% | +6.3% | +11.1% |
| 3M | +10.1% | -10.1% | +20.2% | +12.6% |
| 6M | -13.1% | +5.9% | -18.9% | -15.1% |
| YTD | +46.1% | -21.1% | +67.2% | +54.6% |
| 1Y | +50.0% | -22.5% | +72.5% | +59.4% |
| 3Y | -20.2% | -39.0% | +18.7% | -10.2% |
| 5Y | -27.7% | -33.3% | +5.7% | -23.1% |
| All | +0.1% | -4.0% | +4.1% | +1.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling