-25.2%
GIS vs DD
+57.4%
-82.6%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.5% | -2.6% | -3.0% |
| 7D | -8.4% | -2.9% | -5.5% | -8.2% |
| 30D | -5.2% | -11.5% | +6.3% | -4.1% |
| 3M | +8.2% | -5.4% | +13.6% | +8.7% |
| 6M | -12.0% | -6.9% | -5.1% | -11.7% |
| YTD | -18.9% | +6.9% | -25.8% | -19.8% |
| 1Y | -23.6% | +35.6% | -59.3% | -26.5% |
| 3Y | -37.6% | +42.5% | -80.2% | -41.0% |
| 5Y | -25.2% | +58.5% | -83.7% | -31.2% |
| All | -25.2% | +57.4% | -82.6% | -31.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling