+710.4%
GIS vs DHI
+12,501.5%
-11,791.0%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DHI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.7% | -2.0% | -0.4% |
| 7D | -6.4% | -3.4% | -3.0% | -6.1% |
| 30D | -6.1% | -5.4% | -0.7% | -5.7% |
| 3M | +7.8% | -10.4% | +18.3% | +8.7% |
| 6M | -8.8% | -2.8% | -6.0% | -8.7% |
| YTD | -19.1% | -3.4% | -15.7% | -19.1% |
| 1Y | -24.8% | -22.9% | -1.8% | -23.5% |
| 3Y | -37.6% | +20.7% | -58.2% | -39.1% |
| 5Y | -25.4% | +62.1% | -87.6% | -29.5% |
| 10Y | -19.6% | +410.4% | -430.0% | -31.5% |
| All | +710.4% | +12,501.5% | -11,791.0% | +424.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling