+1,803.2%
BE vs GIS
-40.4%
+1,843.6%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -2.0% | -1.6% | -5.6% |
| 7D | +20.5% | -8.1% | +28.6% | +11.3% |
| 30D | -23.4% | +5.3% | -28.7% | -17.7% |
| 3M | -14.9% | -10.5% | -4.3% | -21.0% |
| 6M | -28.1% | +1.8% | -29.9% | -22.1% |
| YTD | +132.4% | -22.9% | +155.3% | +108.3% |
| 1Y | +59.4% | -22.9% | +82.3% | +44.2% |
| All | +1,803.2% | -40.4% | +1,843.6% | +1,435.9% |
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