-17.4%
GIS vs DE
+49.6%
-67.0%
-33.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +1.6% | +3.6% | +5.1% |
| 7D | +8.5% | +5.6% | +2.9% | +8.0% |
| 30D | +15.3% | -0.8% | +16.1% | +15.2% |
| 3M | +0.9% | +9.8% | -8.9% | +0.6% |
| 6M | +7.9% | +17.5% | -9.6% | +6.9% |
| YTD | -17.6% | +46.5% | -64.0% | -19.3% |
| 1Y | -17.4% | +46.1% | -63.5% | -19.1% |
| All | -17.4% | +49.6% | -67.0% | -19.1% |
Cumulative growth
Daily Returns
Daily percentage return beside DE.
Daily Out/Under-Performance
Portfolio return minus DE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DE 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 DE 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