-22.9%
GIS vs DG
-39.5%
+16.6%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.6% | +1.0% | -1.2% |
| 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% | +9.8% |
| 6M | -11.6% | -13.6% | +2.0% | -10.3% |
| YTD | -16.3% | -4.8% | -11.5% | -16.1% |
| 1Y | -21.8% | +21.6% | -43.3% | -24.1% |
| 3Y | -35.7% | +4.5% | -40.1% | -38.3% |
| 5Y | -22.9% | -38.5% | +15.6% | -18.8% |
| All | -22.9% | -39.5% | +16.6% | -18.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling