-25.2%
GIS vs DT
-27.8%
+2.6%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +1.6% | -4.7% | -3.0% |
| 7D | -8.4% | -2.5% | -5.9% | -8.4% |
| 30D | -5.2% | +3.5% | -8.7% | -5.1% |
| 3M | +8.2% | +26.7% | -18.5% | +8.7% |
| 6M | -12.0% | +36.1% | -48.2% | -11.3% |
| YTD | -18.9% | +18.6% | -37.5% | -18.5% |
| 1Y | -23.6% | +7.9% | -31.5% | -23.4% |
| 3Y | -37.6% | +8.6% | -46.2% | -37.4% |
| 5Y | -25.2% | -26.7% | +1.5% | -24.1% |
| All | -25.2% | -27.8% | +2.6% | -24.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling