-18.0%
GIS vs DG
+23.4%
-41.5%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +1.5% | -4.0% | -2.8% |
| 7D | -7.8% | +8.4% | -16.2% | -9.4% |
| 30D | +6.6% | +4.9% | +1.6% | +5.4% |
| 3M | +21.0% | +29.3% | -8.4% | +15.9% |
| 6M | -9.1% | -11.3% | +2.2% | -9.6% |
| YTD | -13.6% | +1.8% | -15.4% | -14.3% |
| 1Y | -18.0% | +25.3% | -43.4% | -19.2% |
| All | -18.0% | +23.4% | -41.5% | -19.2% |
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