-37.4%
GIS vs DE
+75.2%
-112.5%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +0.1% | -3.2% | -3.1% |
| 7D | -8.4% | -2.4% | -6.0% | -8.2% |
| 30D | -5.2% | +9.7% | -14.9% | -6.0% |
| 3M | +8.2% | +21.4% | -13.2% | +6.0% |
| 6M | -12.0% | +15.0% | -27.0% | -13.3% |
| YTD | -18.9% | +46.4% | -65.3% | -22.4% |
| 1Y | -23.6% | +45.6% | -69.3% | -27.0% |
| All | -37.4% | +75.2% | -112.5% | -40.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling