+120.2%
BKR vs GIS
-19.5%
+139.7%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.3% | -0.3% | -0.5% |
| 7D | -7.0% | -6.4% | -0.6% | -6.1% |
| 30D | -8.1% | -6.1% | -2.0% | -7.3% |
| 3M | -6.6% | +7.8% | -14.5% | -8.0% |
| 6M | +0.9% | -8.8% | +9.6% | +2.1% |
| YTD | +31.1% | -19.1% | +50.2% | +35.2% |
| 1Y | +27.7% | -24.8% | +52.5% | +33.1% |
| 3Y | +71.2% | -37.6% | +108.8% | +82.6% |
| 5Y | +177.6% | -25.4% | +203.1% | +181.5% |
| All | +120.2% | -19.5% | +139.7% | +133.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling