-10.4%
DOW vs GIS
+3.4%
-13.9%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.6% | +2.0% | +0.8% |
| 7D | -2.9% | -8.3% | +5.4% | -0.8% |
| 30D | +2.0% | +2.2% | -0.2% | +1.4% |
| 3M | -12.5% | +15.7% | -28.2% | -16.1% |
| 6M | -9.2% | -12.0% | +2.8% | -6.3% |
| YTD | +30.8% | -15.0% | +45.7% | +36.2% |
| 1Y | +29.4% | -20.1% | +49.5% | +37.0% |
| 3Y | -34.6% | -34.6% | +0.1% | -27.4% |
| 5Y | -35.9% | -22.8% | -13.1% | -34.7% |
| All | -10.4% | +3.4% | -13.9% | -10.5% |
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