+1,463.7%
GIS vs DD
+959.7%
+503.9%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.2% | -1.4% | -1.5% |
| 7D | -8.3% | -0.6% | -7.7% | -8.2% |
| 30D | +2.2% | -7.4% | +9.6% | +3.3% |
| 3M | +15.7% | -6.4% | +22.1% | +16.7% |
| 6M | -12.0% | -2.5% | -9.5% | -12.0% |
| YTD | -15.0% | +10.2% | -25.2% | -16.7% |
| 1Y | -20.1% | +36.9% | -57.1% | -24.5% |
| 3Y | -34.6% | +47.0% | -81.6% | -39.6% |
| 5Y | -22.8% | +63.1% | -86.0% | -30.8% |
| 10Y | -18.5% | +68.2% | -86.7% | -30.3% |
| All | +1,463.7% | +959.7% | +503.9% | +668.9% |
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