-36.9%
GIS vs D
+79.5%
-116.5%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -1.5% | -1.1% | -2.0% |
| 7D | +3.6% | +3.0% | +0.6% | +2.4% |
| 30D | +13.9% | +11.5% | +2.4% | +9.4% |
| 3M | +0.3% | +3.7% | -3.4% | -1.2% |
| 6M | +5.0% | +13.5% | -8.6% | -0.2% |
| YTD | -18.4% | +20.7% | -39.1% | -24.3% |
| 1Y | -17.4% | +18.2% | -35.7% | -22.9% |
| 3Y | -36.9% | +73.3% | -110.2% | -46.3% |
| All | -36.9% | +79.5% | -116.5% | -46.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling