+254.1%
GIS vs DLR
+3,595.6%
-3,341.5%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.3% | -2.8% | -2.5% |
| 7D | -7.8% | +1.6% | -9.4% | -8.1% |
| 30D | +6.6% | -3.4% | +9.9% | +7.0% |
| 3M | +21.0% | +0.5% | +20.5% | +20.6% |
| 6M | -9.1% | +4.6% | -13.6% | -10.0% |
| YTD | -13.6% | +23.4% | -37.0% | -16.5% |
| 1Y | -18.0% | +19.0% | -37.0% | -20.5% |
| 3Y | -33.7% | +56.5% | -90.2% | -39.0% |
| 5Y | -19.4% | +33.3% | -52.8% | -25.0% |
| 10Y | -21.3% | +165.1% | -186.4% | -34.3% |
| All | +254.1% | +3,595.6% | -3,341.5% | +115.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling