-17.4%
GIS vs DGX
+45.0%
-62.3%
-33.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +3.5% | +1.7% | +4.0% |
| 7D | +8.5% | +4.1% | +4.4% | +7.0% |
| 30D | +15.3% | +10.5% | +4.8% | +11.6% |
| 3M | +0.9% | +9.8% | -8.9% | -2.2% |
| 6M | +7.9% | +34.6% | -26.6% | -2.2% |
| YTD | -17.6% | +49.8% | -67.4% | -27.2% |
| 1Y | -17.4% | +46.0% | -63.4% | -26.7% |
| All | -17.4% | +45.0% | -62.3% | -26.7% |
Cumulative growth
Daily Returns
Daily percentage return beside DGX.
Daily Out/Under-Performance
Portfolio return minus DGX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DGX 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 DGX 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