+97.9%
BAC vs GIS
-38.9%
+136.8%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +2.4% | -1.4% | +0.9% |
| 7D | +3.2% | -3.4% | +6.6% | +3.3% |
| 30D | -0.7% | +6.9% | -7.6% | -0.9% |
| 3M | -20.0% | -10.1% | -9.9% | -19.8% |
| 6M | +3.4% | +5.9% | -2.4% | +3.1% |
| YTD | -5.7% | -21.1% | +15.4% | -5.7% |
| 1Y | -1.4% | -22.5% | +21.0% | -1.4% |
| 3Y | +97.9% | -39.0% | +136.9% | +98.9% |
| All | +97.9% | -38.9% | +136.8% | +98.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling