+1,401.2%
GIS vs D
+2,450.0%
-1,048.8%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -1.5% | -1.1% | -2.1% |
| 7D | +3.6% | +3.0% | +0.6% | +2.5% |
| 30D | +13.9% | +11.5% | +2.4% | +9.8% |
| 3M | +0.3% | +3.7% | -3.4% | -0.9% |
| 6M | +5.0% | +13.5% | -8.6% | +0.3% |
| YTD | -18.4% | +20.7% | -39.1% | -23.7% |
| 1Y | -17.4% | +18.2% | -35.7% | -22.4% |
| 3Y | -36.9% | +73.3% | -110.2% | -48.6% |
| 5Y | -30.4% | +12.3% | -42.6% | -34.7% |
| 10Y | -13.6% | +43.4% | -57.0% | -27.2% |
| All | +1,401.2% | +2,450.0% | -1,048.8% | +258.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling