-18.0%
GIS vs DD
+41.5%
-59.5%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.4% | -2.8% | -2.5% |
| 7D | -7.8% | -3.5% | -4.3% | -7.8% |
| 30D | +6.6% | -10.3% | +16.9% | +6.7% |
| 3M | +21.0% | -7.5% | +28.5% | +21.0% |
| 6M | -9.1% | -8.0% | -1.1% | -9.3% |
| YTD | -13.6% | +10.5% | -24.1% | -13.7% |
| 1Y | -18.0% | +38.3% | -56.3% | -17.7% |
| All | -18.0% | +41.5% | -59.5% | -17.7% |
Cumulative growth
Daily Returns
Daily percentage return beside DD.
Daily Out/Under-Performance
Portfolio return minus DD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DD 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 1y: compounded portfolio wealth divided by compounded DD 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…
1y analysis · Full analysis span regression · 6 months rolling