+1,683.3%
BE vs GIS
-35.3%
+1,718.6%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -1.6% | -1.3% | -4.3% |
| 7D | +23.9% | -8.6% | +32.5% | +14.7% |
| 30D | +27.8% | -0.5% | +28.3% | +28.2% |
| 3M | +3.7% | +11.9% | -8.2% | +18.1% |
| 6M | +78.0% | -11.6% | +89.5% | +74.3% |
| YTD | +209.9% | -16.3% | +226.2% | +195.6% |
| 1Y | +389.6% | -21.8% | +411.4% | +359.5% |
| All | +1,683.3% | -35.3% | +1,718.6% | +1,427.1% |
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