-35.4%
GIS vs DG
+4.6%
-40.0%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.6% | +1.0% | -1.3% |
| 7D | -8.6% | -4.8% | -3.8% | -8.0% |
| 30D | -0.5% | +1.8% | -2.2% | -0.7% |
| 3M | +11.9% | +14.5% | -2.6% | +10.1% |
| 6M | -11.6% | -13.6% | +2.0% | -10.6% |
| YTD | -16.3% | -4.8% | -11.5% | -16.2% |
| 1Y | -21.8% | +21.6% | -43.3% | -23.5% |
| All | -35.4% | +4.6% | -40.0% | -39.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling