+758.9%
GIS vs DAR
+1,448.0%
-689.1%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +5.1% | -6.2% | -1.2% |
| 7D | -4.6% | +3.6% | -8.2% | -4.7% |
| 30D | +6.6% | -11.3% | +17.9% | +6.8% |
| 3M | -8.1% | -13.1% | +5.0% | -7.9% |
| 6M | +4.9% | -15.1% | +20.0% | +5.2% |
| YTD | -21.4% | +50.5% | -71.9% | -22.1% |
| 1Y | -21.6% | +57.9% | -79.5% | -22.5% |
| 3Y | -39.3% | +28.9% | -68.2% | -39.9% |
| 5Y | -33.2% | -31.4% | -1.7% | -33.2% |
| 10Y | -17.3% | +301.0% | -318.3% | -20.6% |
| All | +758.9% | +1,448.0% | -689.1% | +662.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling