-17.4%
GIS vs D
+23.9%
-41.3%
-33.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +4.4% | +0.7% | +3.1% |
| 7D | +8.5% | +8.5% | 0.0% | +4.7% |
| 30D | +15.3% | +14.3% | +1.0% | +9.3% |
| 3M | +0.9% | +1.8% | -0.8% | -0.9% |
| 6M | +7.9% | +13.0% | -5.1% | +2.7% |
| YTD | -17.6% | +22.7% | -40.3% | -24.3% |
| 1Y | -17.4% | +22.6% | -40.0% | -23.9% |
| All | -17.4% | +23.9% | -41.3% | -23.9% |
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