-25.2%
GIS vs DLR
+39.0%
-64.2%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -2.0% | -1.1% | -3.0% |
| 7D | -8.4% | -1.3% | -7.1% | -8.3% |
| 30D | -5.2% | -2.9% | -2.3% | -5.1% |
| 3M | +8.2% | +3.2% | +4.9% | +7.9% |
| 6M | -12.0% | +3.9% | -15.9% | -12.3% |
| YTD | -18.9% | +21.4% | -40.3% | -19.9% |
| 1Y | -23.6% | +9.7% | -33.3% | -24.1% |
| 3Y | -37.6% | +56.5% | -94.2% | -40.2% |
| 5Y | -25.2% | +41.5% | -66.7% | -25.8% |
| All | -25.2% | +39.0% | -64.2% | -25.8% |
Cumulative growth
Daily Returns
Daily percentage return beside DLR.
Daily Out/Under-Performance
Portfolio return minus DLR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DLR 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 5y: compounded portfolio wealth divided by compounded DLR 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…
5y analysis · Full analysis span regression · 6 months rolling