+491.3%
BE vs GIS
-34.7%
+526.0%
-74.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -2.0% | -1.6% | -5.1% |
| 7D | +20.5% | -8.1% | +28.6% | +13.6% |
| 30D | -23.4% | +5.3% | -28.7% | -19.1% |
| 3M | -14.9% | -10.5% | -4.3% | -19.1% |
| 6M | -28.1% | +1.8% | -29.9% | -23.6% |
| YTD | +132.4% | -22.9% | +155.3% | +117.4% |
| 1Y | +59.4% | -22.9% | +82.3% | +50.0% |
| 3Y | +1,815.8% | -40.5% | +1,856.4% | +1,574.3% |
| 5Y | +491.3% | -34.9% | +526.2% | +464.8% |
| All | +491.3% | -34.7% | +526.0% | +464.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling