-22.9%
GIS vs BAH
+2.3%
-25.3%
-33.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.5% | -1.5% | -1.9% |
| 7D | -8.1% | -3.2% | -4.8% | -7.6% |
| 30D | +5.3% | +19.5% | -14.2% | +2.9% |
| 3M | -10.5% | +11.1% | -21.6% | -11.9% |
| 6M | +1.8% | +16.3% | -14.5% | -0.5% |
| YTD | -22.9% | +4.8% | -27.8% | -24.7% |
| 1Y | -22.9% | +4.9% | -27.8% | -24.9% |
| All | -22.9% | +2.3% | -25.3% | -24.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BAH.
Daily Out/Under-Performance
Portfolio return minus BAH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAH 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 1y: compounded portfolio wealth divided by compounded BAH 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…
1y analysis · Full analysis span regression · 6 months rolling