-18.0%
GIS vs D
+15.7%
-33.7%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.4% | -1.0% | -2.0% |
| 7D | -7.8% | +0.4% | -8.3% | -8.0% |
| 30D | +6.6% | -3.6% | +10.1% | +7.8% |
| 3M | +21.0% | -1.0% | +22.0% | +21.5% |
| 6M | -9.1% | +6.3% | -15.3% | -10.8% |
| YTD | -13.6% | +14.7% | -28.3% | -18.0% |
| 1Y | -18.0% | +16.9% | -35.0% | -23.2% |
| All | -18.0% | +15.7% | -33.7% | -23.2% |
Cumulative growth
Daily Returns
Daily percentage return beside D.
Daily Out/Under-Performance
Portfolio return minus D return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × D 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 D 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