-22.5%
GIS vs DRI
+34.4%
-56.9%
-33.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.4% | +2.0% | +2.3% |
| 7D | -3.4% | +1.1% | -4.4% | -3.6% |
| 30D | +6.9% | +9.7% | -2.8% | +4.6% |
| 3M | -10.1% | +3.2% | -13.3% | -11.2% |
| 6M | +5.9% | +20.6% | -14.7% | +2.1% |
| YTD | -21.1% | +28.3% | -49.4% | -26.0% |
| 1Y | -22.5% | +34.5% | -57.0% | -27.9% |
| All | -22.5% | +34.4% | -56.9% | -27.9% |
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