-18.0%
GIS vs DHI
-16.9%
-1.1%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DHI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.1% | -1.3% | -2.2% |
| 7D | -7.8% | -3.1% | -4.7% | -7.2% |
| 30D | +6.6% | -5.5% | +12.0% | +7.7% |
| 3M | +21.0% | -2.2% | +23.2% | +20.9% |
| 6M | -9.1% | -6.0% | -3.1% | -8.5% |
| YTD | -13.6% | 0.0% | -13.6% | -14.2% |
| 1Y | -18.0% | -18.2% | +0.2% | -15.3% |
| All | -18.0% | -16.9% | -1.1% | -15.3% |
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