-18.0%
GIS vs DRI
+6.9%
-25.0%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.5% | -1.9% | -2.4% |
| 7D | -7.8% | +0.6% | -8.4% | -7.9% |
| 30D | +6.6% | +3.8% | +2.7% | +6.2% |
| 3M | +21.0% | +13.0% | +8.0% | +19.8% |
| 6M | -9.1% | +8.3% | -17.4% | -9.9% |
| YTD | -13.6% | +20.6% | -34.2% | -14.4% |
| 1Y | -18.0% | +6.5% | -24.5% | -20.8% |
| All | -18.0% | +6.9% | -25.0% | -20.8% |
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