-18.0%
GIS vs D
+5.6%
-23.6%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.4% | -2.0% | -2.3% |
| 7D | -7.8% | +1.5% | -9.3% | -8.3% |
| 30D | +6.6% | -2.6% | +9.2% | +7.5% |
| 3M | +21.0% | 0.0% | +21.0% | +20.9% |
| 6M | -9.1% | +7.4% | -16.4% | -11.6% |
| YTD | -13.6% | +15.9% | -29.5% | -18.4% |
| 1Y | -18.0% | +18.1% | -36.1% | -23.2% |
| 3Y | -33.7% | +58.4% | -92.0% | -44.3% |
| All | -18.0% | +5.6% | -23.6% | -16.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling