-24.8%
GIS vs DD
+34.9%
-59.6%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.3% | 0.0% | -0.3% |
| 7D | -6.4% | -3.5% | -2.9% | -6.3% |
| 30D | -6.1% | -11.7% | +5.5% | -5.9% |
| 3M | +7.8% | -9.2% | +17.1% | +7.9% |
| 6M | -8.8% | -7.2% | -1.6% | -9.2% |
| YTD | -19.1% | +6.6% | -25.7% | -18.9% |
| 1Y | -24.8% | +32.0% | -56.8% | -23.2% |
| All | -24.8% | +34.9% | -59.6% | -23.2% |
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