+85.8%
GIS vs DG
+614.5%
-528.7%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.3% | +2.7% | +2.4% |
| 7D | -3.4% | +0.3% | -3.6% | -3.4% |
| 30D | +6.9% | +3.2% | +3.7% | +6.3% |
| 3M | -10.1% | +10.4% | -20.5% | -11.7% |
| 6M | +5.9% | +33.2% | -27.3% | +0.6% |
| YTD | -21.1% | +3.0% | -24.1% | -21.9% |
| 1Y | -22.5% | +31.2% | -53.7% | -26.5% |
| 3Y | -39.0% | +21.8% | -60.8% | -43.4% |
| 5Y | -33.3% | -35.0% | +1.6% | -31.3% |
| 10Y | -17.0% | +106.0% | -123.1% | -29.5% |
| All | +85.8% | +614.5% | -528.7% | +32.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling