+1,488.6%
GIS vs D
+2,347.4%
-858.8%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.4% | -1.0% | -2.0% |
| 7D | -7.8% | +0.4% | -8.3% | -8.0% |
| 30D | +6.6% | -3.6% | +10.1% | +7.9% |
| 3M | +21.0% | -1.0% | +22.0% | +21.3% |
| 6M | -9.1% | +6.3% | -15.3% | -11.3% |
| YTD | -13.6% | +14.7% | -28.3% | -18.0% |
| 1Y | -18.0% | +16.9% | -35.0% | -22.7% |
| 3Y | -33.7% | +56.8% | -90.5% | -44.2% |
| 5Y | -19.4% | +5.2% | -24.6% | -22.8% |
| 10Y | -21.3% | +35.9% | -57.1% | -32.5% |
| All | +1,488.6% | +2,347.4% | -858.8% | +284.3% |
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 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