-17.3%
GIS vs D
+48.0%
-65.3%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.2% | +2.2% | +2.3% |
| 7D | -3.4% | -1.4% | -2.0% | -2.8% |
| 30D | +6.9% | +7.7% | -0.9% | +3.9% |
| 3M | -10.1% | -0.3% | -9.8% | -10.0% |
| 6M | +5.9% | +10.1% | -4.2% | +1.7% |
| YTD | -21.1% | +19.1% | -40.2% | -26.6% |
| 1Y | -22.5% | +15.9% | -38.4% | -27.2% |
| 3Y | -39.0% | +75.0% | -114.0% | -51.9% |
| 5Y | -33.3% | +13.4% | -46.7% | -37.8% |
| All | -17.3% | +48.0% | -65.3% | -35.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling