-17.4%
GIS vs DG
+45.3%
-62.6%
-33.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +8.5% | -3.3% | +2.7% |
| 7D | +8.5% | +12.3% | -3.8% | +5.0% |
| 30D | +15.3% | +19.3% | -4.0% | +10.4% |
| 3M | +0.9% | +11.9% | -10.9% | -2.2% |
| 6M | +7.9% | +25.0% | -17.0% | +2.2% |
| YTD | -17.6% | +8.7% | -26.3% | -19.8% |
| 1Y | -17.4% | +44.7% | -62.1% | -21.8% |
| All | -17.4% | +45.3% | -62.6% | -21.8% |
Cumulative growth
Daily Returns
Daily percentage return beside DG.
Daily Out/Under-Performance
Portfolio return minus DG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DG 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 DG 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