-17.7%
GIS vs DT
+76.1%
-93.7%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +1.5% | -3.5% | -2.0% |
| 7D | -8.1% | +2.7% | -10.8% | -8.1% |
| 30D | +5.3% | -30.4% | +35.7% | +5.4% |
| 3M | -10.5% | -9.4% | -1.1% | -10.5% |
| 6M | +1.8% | +14.5% | -12.7% | +1.7% |
| YTD | -22.9% | +3.6% | -26.5% | -23.0% |
| 1Y | -22.9% | -3.4% | -19.5% | -22.9% |
| 3Y | -40.5% | -11.1% | -29.4% | -40.6% |
| 5Y | -34.9% | -39.5% | +4.6% | -34.3% |
| All | -17.7% | +76.1% | -93.7% | -22.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling