+81.0%
BSX vs GIS
-19.5%
+100.5%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.3% | 0.0% | -0.2% |
| 7D | -10.1% | -6.4% | -3.7% | -9.0% |
| 30D | -16.4% | -6.1% | -10.3% | -15.5% |
| 3M | -8.9% | +7.8% | -16.7% | -10.2% |
| 6M | -38.3% | -8.8% | -29.5% | -37.4% |
| YTD | -54.9% | -19.1% | -35.8% | -53.5% |
| 1Y | -58.8% | -24.8% | -34.1% | -56.9% |
| 3Y | -21.2% | -37.6% | +16.3% | -15.5% |
| 5Y | -3.3% | -25.4% | +22.1% | -1.5% |
| All | +81.0% | -19.5% | +100.5% | +88.6% |
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