-20.0%
GIS vs D
+16.4%
-36.4%
-33.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.2% | -1.0% | -0.9% |
| 7D | +1.5% | +2.4% | -0.9% | +0.5% |
| 30D | +9.2% | +10.9% | -1.7% | +4.8% |
| 3M | -5.4% | +2.8% | -8.2% | -7.1% |
| 6M | +3.4% | +12.7% | -9.3% | -1.2% |
| YTD | -20.5% | +20.3% | -40.8% | -26.1% |
| 1Y | -20.0% | +17.1% | -37.1% | -25.1% |
| All | -20.0% | +16.4% | -36.4% | -25.1% |
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 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