+1,480.5%
BA vs GIS
+1,363.8%
+116.6%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.1% | +1.8% | +1.0% |
| 7D | -1.4% | -4.6% | +3.2% | 0.0% |
| 30D | -7.9% | +6.6% | -14.5% | -10.0% |
| 3M | -25.2% | -8.1% | -17.1% | -23.7% |
| 6M | -26.7% | +4.9% | -31.7% | -28.8% |
| YTD | -19.6% | -21.4% | +1.7% | -14.6% |
| 1Y | -10.6% | -21.6% | +11.0% | -5.1% |
| 3Y | -11.2% | -39.3% | +28.0% | +0.3% |
| 5Y | -20.4% | -33.2% | +12.7% | -14.9% |
| 10Y | +26.8% | -17.3% | +44.1% | +18.5% |
| All | +1,480.5% | +1,363.8% | +116.6% | +303.8% |
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 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