+911.5%
BE vs GIS
+20.2%
+891.3%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | -2.5% | +9.8% | +6.5% |
| 7D | +20.0% | -7.8% | +27.8% | +16.8% |
| 30D | +7.9% | +6.6% | +1.3% | +10.7% |
| 3M | -13.2% | +21.0% | -34.2% | -6.7% |
| 6M | +53.5% | -9.1% | +62.5% | +55.3% |
| YTD | +191.0% | -13.6% | +204.6% | +192.2% |
| 1Y | +360.5% | -18.0% | +378.5% | +361.2% |
| 3Y | +1,568.0% | -33.7% | +1,601.7% | +1,536.4% |
| 5Y | +1,055.2% | -19.4% | +1,074.6% | +1,014.5% |
| All | +911.5% | +20.2% | +891.3% | +862.0% |
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