+950.2%
BSX vs GIS
+769.7%
+180.5%
-89.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.6% | +1.5% | +0.5% |
| 7D | -7.0% | -8.6% | +1.6% | -4.1% |
| 30D | -10.9% | -0.5% | -10.4% | -10.9% |
| 3M | -8.2% | +11.9% | -20.1% | -12.0% |
| 6M | -37.5% | -11.6% | -25.9% | -35.2% |
| YTD | -52.8% | -16.3% | -36.5% | -50.6% |
| 1Y | -58.4% | -21.8% | -36.7% | -55.4% |
| 3Y | -16.5% | -35.7% | +19.1% | -6.0% |
| 5Y | -1.0% | -22.9% | +21.9% | +2.2% |
| 10Y | +91.2% | -16.8% | +108.0% | +83.1% |
| All | +950.2% | +769.7% | +180.5% | +289.7% |
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 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