-0.9%
BA vs GIS
-19.2%
+18.2%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.5% | +3.3% | +0.9% |
| 7D | +1.2% | -7.8% | +9.0% | +1.4% |
| 30D | -11.6% | +6.6% | -18.2% | -11.8% |
| 3M | -2.4% | +21.0% | -23.3% | -3.1% |
| 6M | -6.6% | -9.1% | +2.4% | -6.6% |
| YTD | -2.2% | -13.6% | +11.4% | -2.3% |
| 1Y | -8.0% | -18.0% | +10.0% | -8.0% |
| 3Y | -5.0% | -33.7% | +28.7% | -4.8% |
| All | -0.9% | -19.2% | +18.2% | -8.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling