+23.4%
BA vs GIS
-18.8%
+42.2%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -2.0% | +0.3% | -1.6% |
| 7D | -0.6% | -8.1% | +7.5% | +0.1% |
| 30D | -8.0% | +5.3% | -13.3% | -8.4% |
| 3M | -25.8% | -10.5% | -15.3% | -25.2% |
| 6M | -27.6% | +1.8% | -29.4% | -27.9% |
| YTD | -21.0% | -22.9% | +2.0% | -19.6% |
| 1Y | -12.3% | -22.9% | +10.7% | -10.8% |
| 3Y | -12.8% | -40.5% | +27.8% | -9.8% |
| 5Y | -22.4% | -34.9% | +12.5% | -21.0% |
| All | +23.4% | -18.8% | +42.2% | +19.8% |
Cumulative growth
Daily Returns
Daily percentage return beside GIS.
Daily Out/Under-Performance
Portfolio return minus GIS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GIS 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 GIS 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