-22.8%
GIS vs BAH
-2.8%
-20.0%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.9% | -0.6% | -1.5% |
| 7D | -8.3% | -4.3% | -3.9% | -7.8% |
| 30D | +2.2% | -4.5% | +6.6% | +2.7% |
| 3M | +15.7% | -7.6% | +23.3% | +16.5% |
| 6M | -12.0% | -10.6% | -1.4% | -11.2% |
| YTD | -15.0% | -12.6% | -2.4% | -14.4% |
| 1Y | -20.1% | -27.0% | +6.9% | -18.0% |
| 3Y | -34.6% | -31.5% | -3.1% | -34.4% |
| 5Y | -22.8% | -3.8% | -19.0% | -25.6% |
| All | -22.8% | -2.8% | -20.0% | -25.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling