+469.4%
GIS vs DGX
+8,778.1%
-8,308.7%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.7% | -2.0% | -0.6% |
| 7D | -6.4% | -0.9% | -5.5% | -6.2% |
| 30D | -6.1% | -1.2% | -4.9% | -5.9% |
| 3M | +7.8% | +15.8% | -7.9% | +5.4% |
| 6M | -8.8% | +18.2% | -27.0% | -11.1% |
| YTD | -19.1% | +37.2% | -56.3% | -23.0% |
| 1Y | -24.8% | +30.4% | -55.1% | -27.8% |
| 3Y | -37.6% | +96.7% | -134.3% | -43.7% |
| 5Y | -25.4% | +67.2% | -92.6% | -31.5% |
| 10Y | -19.6% | +253.9% | -273.5% | -34.1% |
| All | +469.4% | +8,778.1% | -8,308.7% | +232.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling