-18.0%
GIS vs DE
+49.4%
-67.4%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.1% | -2.3% | -2.5% |
| 7D | -7.8% | +10.0% | -17.9% | -8.1% |
| 30D | +6.6% | +13.3% | -6.8% | +6.2% |
| 3M | +21.0% | +17.5% | +3.5% | +20.0% |
| 6M | -9.1% | +13.6% | -22.6% | -9.6% |
| YTD | -13.6% | +49.8% | -63.4% | -15.1% |
| 1Y | -18.0% | +47.9% | -65.9% | -20.1% |
| All | -18.0% | +49.4% | -67.4% | -20.1% |
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