+1,438.8%
GIS vs DTE
+3,490.3%
-2,051.5%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.9% | -0.7% | -1.3% |
| 7D | -8.6% | 0.0% | -8.6% | -8.6% |
| 30D | -0.5% | -0.5% | +0.1% | -0.3% |
| 3M | +11.9% | -6.0% | +17.9% | +14.1% |
| 6M | -11.6% | -7.2% | -4.4% | -9.5% |
| YTD | -16.3% | +7.2% | -23.5% | -18.3% |
| 1Y | -21.8% | +4.1% | -25.8% | -22.9% |
| 3Y | -35.7% | +46.9% | -82.5% | -43.5% |
| 5Y | -22.9% | +32.9% | -55.8% | -30.4% |
| 10Y | -16.8% | +144.5% | -161.3% | -40.2% |
| All | +1,438.8% | +3,490.3% | -2,051.5% | +282.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling