+1,470.1%
BA vs GIS
+1,419.4%
+50.7%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.6% | +3.1% | +1.3% |
| 7D | +1.1% | +3.6% | -2.5% | -0.1% |
| 30D | -7.9% | +13.9% | -21.8% | -11.9% |
| 3M | -25.3% | +0.3% | -25.6% | -25.9% |
| 6M | -24.6% | +5.0% | -29.6% | -26.7% |
| YTD | -20.1% | -18.4% | -1.8% | -16.2% |
| 1Y | -11.8% | -17.4% | +5.7% | -7.9% |
| 3Y | -10.1% | -36.9% | +26.8% | +0.3% |
| 5Y | -22.7% | -30.4% | +7.6% | -18.4% |
| 10Y | +35.1% | -13.6% | +48.7% | +24.4% |
| All | +1,470.1% | +1,419.4% | +50.7% | +296.6% |
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