+5.9%
GIS vs DT
+33.7%
-27.8%
-23.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.2% | +2.6% | +2.4% |
| 7D | -3.4% | +3.1% | -6.5% | -3.4% |
| 30D | +6.9% | -29.5% | +36.4% | +8.1% |
| 3M | -10.1% | -11.7% | +1.6% | -10.6% |
| 6M | +5.9% | +29.0% | -23.1% | +4.6% |
| All | +5.9% | +33.7% | -27.8% | +4.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling