+1,821.9%
BA vs GIS
+1,507.8%
+314.1%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.5% | +3.3% | +1.6% |
| 7D | +1.2% | -7.8% | +9.0% | +3.7% |
| 30D | -11.6% | +6.6% | -18.2% | -13.6% |
| 3M | -2.4% | +21.0% | -23.3% | -8.9% |
| 6M | -6.6% | -9.1% | +2.4% | -4.5% |
| YTD | -2.2% | -13.6% | +11.4% | +1.3% |
| 1Y | -8.0% | -18.0% | +10.0% | -3.4% |
| 3Y | -5.0% | -33.7% | +28.7% | +4.7% |
| 5Y | -2.7% | -19.4% | +16.7% | -2.0% |
| 10Y | +75.9% | -21.3% | +97.1% | +70.4% |
| All | +1,821.9% | +1,507.8% | +314.1% | +379.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling