-21.1%
GIS vs DTE
+137.8%
-158.9%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.3% | +1.0% | +0.1% |
| 7D | -6.4% | -2.6% | -3.8% | -5.5% |
| 30D | -6.1% | -4.4% | -1.7% | -4.7% |
| 3M | +7.8% | -8.3% | +16.2% | +11.0% |
| 6M | -8.8% | -8.1% | -0.7% | -6.3% |
| YTD | -19.1% | +4.4% | -23.5% | -20.4% |
| 1Y | -24.8% | +0.2% | -24.9% | -25.0% |
| 3Y | -37.6% | +42.6% | -80.2% | -44.7% |
| 5Y | -25.4% | +31.5% | -56.9% | -32.5% |
| All | -21.1% | +137.8% | -158.9% | -42.9% |
Cumulative growth
Daily Returns
Daily percentage return beside DTE.
Daily Out/Under-Performance
Portfolio return minus DTE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DTE 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 10y: compounded portfolio wealth divided by compounded DTE 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…
10y analysis · Full analysis span regression · 6 months rolling