-6.1%
BKR vs GIS
+8.5%
-14.6%
-16.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | GIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | -3.0% | -3.6% | -6.7% |
| 7D | -6.7% | -8.4% | +1.7% | -7.2% |
| 30D | -8.3% | -5.2% | -3.2% | -8.4% |
| All | -6.1% | +8.5% | -14.6% | -4.3% |
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 3mo: 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…
3mo analysis · Full analysis span regression · Available span rolling