-17.4%
GIS vs DHI
+9.6%
-27.0%
-33.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DHI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +8.1% | -2.9% | +2.8% |
| 7D | +8.5% | +9.8% | -1.3% | +5.5% |
| 30D | +15.3% | +17.8% | -2.5% | +10.3% |
| 3M | +0.9% | +4.7% | -3.8% | -1.1% |
| 6M | +7.9% | +10.0% | -2.1% | +4.1% |
| YTD | -17.6% | +10.0% | -27.6% | -20.5% |
| 1Y | -17.4% | +9.1% | -26.5% | -20.6% |
| All | -17.4% | +9.6% | -27.0% | -20.6% |
Cumulative growth
Daily Returns
Daily percentage return beside DHI.
Daily Out/Under-Performance
Portfolio return minus DHI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DHI 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 DHI 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