+103.4%
GIS vs DG
+606.1%
-502.7%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +1.5% | -4.0% | -2.7% |
| 7D | -7.8% | +8.4% | -16.2% | -9.2% |
| 30D | +6.6% | +4.9% | +1.6% | +5.6% |
| 3M | +21.0% | +29.3% | -8.4% | +15.7% |
| 6M | -9.1% | -11.3% | +2.2% | -7.6% |
| YTD | -13.6% | +1.8% | -15.4% | -14.3% |
| 1Y | -18.0% | +25.3% | -43.4% | -21.8% |
| 3Y | -33.7% | +9.1% | -42.8% | -37.2% |
| 5Y | -19.4% | -34.9% | +15.4% | -17.0% |
| 10Y | -21.3% | +108.2% | -129.4% | -33.1% |
| All | +103.4% | +606.1% | -502.7% | +45.1% |
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