+1,438.8%
GIS vs DE
+14,495.7%
-13,057.0%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.5% | -1.1% | -1.5% |
| 7D | -8.6% | -3.0% | -5.6% | -8.2% |
| 30D | -0.5% | +11.1% | -11.6% | -1.8% |
| 3M | +11.9% | +17.6% | -5.7% | +9.4% |
| 6M | -11.6% | +13.6% | -25.2% | -13.3% |
| YTD | -16.3% | +46.3% | -62.6% | -20.7% |
| 1Y | -21.8% | +44.2% | -65.9% | -25.7% |
| 3Y | -35.7% | +76.6% | -112.2% | -40.9% |
| 5Y | -22.9% | +98.2% | -121.1% | -31.0% |
| 10Y | -16.8% | +863.5% | -880.3% | -41.6% |
| All | +1,438.8% | +14,495.7% | -13,057.0% | +506.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling