-37.6%
GIS vs DAR
+5.7%
-43.2%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.9% | +1.6% | -0.2% |
| 7D | -6.4% | -0.1% | -6.2% | -6.4% |
| 30D | -6.1% | +2.6% | -8.8% | -6.3% |
| 3M | +7.8% | +14.2% | -6.4% | +7.0% |
| 6M | -8.8% | +17.2% | -26.0% | -9.8% |
| YTD | -19.1% | +80.9% | -100.0% | -22.3% |
| 1Y | -24.8% | +104.0% | -128.7% | -28.4% |
| 3Y | -37.6% | +3.6% | -41.2% | -32.9% |
| All | -37.6% | +5.7% | -43.2% | -32.9% |
Cumulative growth
Daily Returns
Daily percentage return beside DAR.
Daily Out/Under-Performance
Portfolio return minus DAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DAR 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 DAR 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