-35.1%
BITO vs GIS
-24.1%
-10.9%
-54.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.3% | +0.3% | 0.0% |
| 7D | -3.4% | -6.4% | +2.9% | -4.5% |
| 30D | +21.4% | -6.1% | +27.5% | +20.0% |
| 3M | +20.5% | +7.8% | +12.7% | +23.4% |
| 6M | +7.4% | -8.8% | +16.2% | +3.8% |
| YTD | -13.9% | -19.1% | +5.3% | -20.6% |
| 1Y | -35.1% | -24.8% | -10.3% | -40.5% |
| All | -35.1% | -24.1% | -10.9% | -40.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling