+521.9%
BKR vs GIS
+1,410.0%
-888.1%
-83.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | -3.0% | -3.6% | -5.7% |
| 7D | -6.7% | -8.4% | +1.7% | -4.2% |
| 30D | -8.3% | -5.2% | -3.2% | -7.0% |
| 3M | -5.4% | +8.2% | -13.6% | -8.3% |
| 6M | +0.8% | -12.0% | +12.8% | +3.8% |
| YTD | +31.8% | -18.9% | +50.7% | +39.0% |
| 1Y | +28.6% | -23.6% | +52.2% | +37.7% |
| 3Y | +71.2% | -37.6% | +108.8% | +92.5% |
| 5Y | +179.2% | -25.2% | +204.4% | +189.7% |
| 10Y | +124.0% | -19.3% | +143.3% | +117.5% |
| All | +521.9% | +1,410.0% | -888.1% | +110.8% |
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 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