-21.1%
GIS vs DGX
+255.3%
-276.4%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.7% | -2.0% | -0.7% |
| 7D | -6.4% | -0.9% | -5.5% | -6.2% |
| 30D | -6.1% | -1.2% | -4.9% | -5.8% |
| 3M | +7.8% | +15.8% | -7.9% | +4.0% |
| 6M | -8.8% | +18.2% | -27.0% | -12.6% |
| YTD | -19.1% | +37.2% | -56.3% | -25.2% |
| 1Y | -24.8% | +30.4% | -55.1% | -29.7% |
| 3Y | -37.6% | +96.7% | -134.3% | -46.8% |
| 5Y | -25.4% | +67.2% | -92.6% | -34.9% |
| All | -21.1% | +255.3% | -276.4% | -42.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling