+1,350.9%
GIS vs DD
+1,141.0%
+209.9%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.6% | +3.0% | +2.5% |
| 7D | -3.4% | +5.0% | -8.3% | -4.1% |
| 30D | +6.9% | +19.7% | -12.8% | +3.9% |
| 3M | -10.1% | +7.2% | -17.3% | -11.2% |
| 6M | +5.9% | +1.0% | +4.8% | +5.3% |
| YTD | -21.1% | +29.1% | -50.2% | -24.7% |
| 1Y | -22.5% | +28.5% | -51.0% | -26.0% |
| 3Y | -39.0% | +89.4% | -128.4% | -45.9% |
| 5Y | -33.3% | +67.1% | -100.5% | -40.4% |
| 10Y | -17.0% | +97.5% | -114.6% | -30.9% |
| All | +1,350.9% | +1,141.0% | +209.9% | +595.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling