-17.4%
GIS vs DRI
+34.0%
-51.4%
-33.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +5.1% | +0.1% | +3.8% |
| 7D | +8.5% | +6.5% | +2.0% | +6.7% |
| 30D | +15.3% | +16.4% | -1.1% | +11.4% |
| 3M | +0.9% | +13.6% | -12.7% | -1.8% |
| 6M | +7.9% | +22.0% | -14.1% | +3.9% |
| YTD | -17.6% | +29.3% | -46.9% | -22.6% |
| 1Y | -17.4% | +32.0% | -49.4% | -22.7% |
| All | -17.4% | +34.0% | -51.4% | -22.7% |
Cumulative growth
Daily Returns
Daily percentage return beside DRI.
Daily Out/Under-Performance
Portfolio return minus DRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DRI 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 1y: compounded portfolio wealth divided by compounded DRI 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…
1y analysis · Full analysis span regression · 6 months rolling