-34.9%
GIS vs DLR
+41.2%
-76.1%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +1.3% | -3.3% | -2.1% |
| 7D | -8.1% | +5.0% | -13.1% | -8.2% |
| 30D | +5.3% | +3.0% | +2.3% | +5.2% |
| 3M | -10.5% | -6.3% | -4.3% | -10.3% |
| 6M | +1.8% | -4.8% | +6.6% | +1.9% |
| YTD | -22.9% | +21.0% | -44.0% | -23.8% |
| 1Y | -22.9% | +15.1% | -38.1% | -23.6% |
| 3Y | -40.5% | +56.0% | -96.5% | -42.8% |
| 5Y | -34.9% | +39.1% | -74.0% | -36.5% |
| All | -34.9% | +41.2% | -76.1% | -36.5% |
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