-35.4%
GIS vs DD
+42.2%
-77.6%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.6% | +1.0% | -1.4% |
| 7D | -8.6% | -3.8% | -4.8% | -8.3% |
| 30D | -0.5% | -9.2% | +8.8% | +0.3% |
| 3M | +11.9% | -9.0% | +20.9% | +12.7% |
| 6M | -11.6% | -5.0% | -6.6% | -11.6% |
| YTD | -16.3% | +7.4% | -23.7% | -17.4% |
| 1Y | -21.8% | +35.1% | -56.9% | -24.7% |
| All | -35.4% | +42.2% | -77.6% | -39.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling