+223.5%
GIS vs DLR
+3,455.1%
-3,231.6%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -1.9% | +4.3% | +2.6% |
| 7D | -3.4% | +3.3% | -6.7% | -3.8% |
| 30D | +6.9% | +4.6% | +2.3% | +6.1% |
| 3M | -10.1% | -8.3% | -1.8% | -9.3% |
| 6M | +5.9% | -5.6% | +11.5% | +6.2% |
| YTD | -21.1% | +18.7% | -39.8% | -23.5% |
| 1Y | -22.5% | +17.1% | -39.6% | -24.7% |
| 3Y | -39.0% | +54.4% | -93.3% | -43.8% |
| 5Y | -33.3% | +36.5% | -69.8% | -38.3% |
| 10Y | -17.0% | +187.7% | -204.7% | -31.5% |
| All | +223.5% | +3,455.1% | -3,231.6% | +97.0% |
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