-12.3%
BA vs GIS
-23.4%
+11.2%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -2.0% | +0.3% | -1.7% |
| 7D | -0.6% | -8.1% | +7.5% | -0.3% |
| 30D | -8.0% | +5.3% | -13.3% | -8.1% |
| 3M | -25.8% | -10.5% | -15.3% | -25.5% |
| 6M | -27.6% | +1.8% | -29.4% | -28.1% |
| YTD | -21.0% | -22.9% | +2.0% | -22.8% |
| 1Y | -12.3% | -22.9% | +10.7% | -14.1% |
| All | -12.3% | -23.4% | +11.2% | -14.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling