+664.7%
GIS vs DRI
+8,060.6%
-7,395.9%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.5% | -0.3% | -0.8% |
| 7D | +1.5% | +4.2% | -2.7% | +1.1% |
| 30D | +9.2% | +15.7% | -6.5% | +7.7% |
| 3M | -5.4% | +5.8% | -11.1% | -5.9% |
| 6M | +3.4% | +18.4% | -15.0% | +1.7% |
| YTD | -20.5% | +28.2% | -48.7% | -22.5% |
| 1Y | -20.0% | +35.9% | -55.9% | -22.4% |
| 3Y | -38.6% | +67.7% | -106.3% | -41.9% |
| 5Y | -33.1% | +77.9% | -111.0% | -37.5% |
| 10Y | -16.4% | +338.7% | -355.1% | -31.6% |
| All | +664.7% | +8,060.6% | -7,395.9% | +331.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling