-16.4%
GIS vs D
+44.7%
-61.1%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.2% | -1.0% | -0.9% |
| 7D | +1.5% | +2.4% | -0.9% | +0.6% |
| 30D | +9.2% | +10.9% | -1.7% | +4.9% |
| 3M | -5.4% | +2.8% | -8.2% | -6.4% |
| 6M | +3.4% | +12.7% | -9.3% | -1.6% |
| YTD | -20.5% | +20.3% | -40.8% | -26.4% |
| 1Y | -20.0% | +17.1% | -37.1% | -25.2% |
| 3Y | -38.6% | +75.1% | -113.7% | -51.6% |
| 5Y | -33.1% | +13.1% | -46.2% | -37.5% |
| 10Y | -16.4% | +48.3% | -64.7% | -34.1% |
| All | -16.4% | +44.7% | -61.1% | -34.1% |
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