-17.3%
GIS vs DRI
+331.7%
-349.0%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.4% | +2.0% | +2.4% |
| 7D | -3.4% | +1.1% | -4.4% | -3.4% |
| 30D | +6.9% | +9.7% | -2.8% | +6.4% |
| 3M | -10.1% | +3.2% | -13.3% | -10.3% |
| 6M | +5.9% | +20.6% | -14.7% | +5.0% |
| YTD | -21.1% | +28.3% | -49.4% | -22.0% |
| 1Y | -22.5% | +34.5% | -57.0% | -23.5% |
| 3Y | -39.0% | +66.5% | -105.5% | -40.2% |
| 5Y | -33.3% | +79.6% | -113.0% | -34.9% |
| All | -17.3% | +331.7% | -349.0% | -18.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling