-17.4%
GIS vs DT
-5.1%
-12.2%
-33.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | -0.5% | +5.7% | +5.2% |
| 7D | +8.5% | -25.5% | +34.0% | +8.8% |
| 30D | +15.3% | -22.3% | +37.6% | +15.5% |
| 3M | +0.9% | +2.3% | -1.4% | +0.5% |
| 6M | +7.9% | +20.7% | -12.8% | +7.6% |
| YTD | -17.6% | +7.9% | -25.5% | -18.2% |
| 1Y | -17.4% | -5.7% | -11.6% | -16.5% |
| All | -17.4% | -5.1% | -12.2% | -16.5% |
Cumulative growth
Daily Returns
Daily percentage return beside DT.
Daily Out/Under-Performance
Portfolio return minus DT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DT 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 DT 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