-2.8%
BSX vs GFI
+524.1%
-526.9%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.3% | +1.0% | -0.2% |
| 7D | -10.1% | -4.9% | -5.2% | -9.9% |
| 30D | -16.4% | +10.7% | -27.1% | -16.8% |
| 3M | -8.9% | +25.6% | -34.5% | -10.0% |
| 6M | -38.3% | -8.3% | -30.0% | -38.3% |
| YTD | -54.9% | +6.3% | -61.2% | -55.3% |
| 1Y | -58.8% | +22.1% | -80.9% | -59.6% |
| 3Y | -21.2% | +289.2% | -310.4% | -28.5% |
| All | -2.8% | +524.1% | -526.9% | -16.2% |
Cumulative growth
Daily Returns
Daily percentage return beside GFI.
Daily Out/Under-Performance
Portfolio return minus GFI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GFI 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 5y: compounded portfolio wealth divided by compounded GFI 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…
5y analysis · Full analysis span regression · 6 months rolling