-39.2%
GIS vs BAH
-26.8%
-12.4%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.6% | -0.5% | -1.1% |
| 7D | -4.6% | -1.6% | -3.0% | -4.4% |
| 30D | +6.6% | +18.0% | -11.4% | +4.9% |
| 3M | -8.1% | +11.4% | -19.5% | -9.2% |
| 6M | +4.9% | +17.7% | -12.8% | +3.0% |
| YTD | -21.4% | +5.4% | -26.7% | -22.5% |
| 1Y | -21.6% | +2.8% | -24.4% | -22.7% |
| All | -39.2% | -26.8% | -12.4% | -39.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling