-18.0%
GIS vs DGX
+33.7%
-51.7%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.9% | -1.5% | -2.2% |
| 7D | -7.8% | -2.3% | -5.5% | -7.2% |
| 30D | +6.6% | +0.6% | +6.0% | +6.4% |
| 3M | +21.0% | +21.4% | -0.4% | +13.4% |
| 6M | -9.1% | +14.7% | -23.8% | -13.3% |
| YTD | -13.6% | +38.4% | -52.1% | -22.3% |
| 1Y | -18.0% | +34.0% | -52.0% | -26.0% |
| All | -18.0% | +33.7% | -51.7% | -26.0% |
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