+89.1%
GIS vs BAH
+886.2%
-797.1%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.5% | -1.0% | -2.3% |
| 7D | -7.8% | -3.2% | -4.6% | -7.4% |
| 30D | +6.6% | +2.0% | +4.6% | +6.3% |
| 3M | +21.0% | -7.6% | +28.6% | +22.1% |
| 6M | -9.1% | -5.7% | -3.4% | -8.7% |
| YTD | -13.6% | -11.7% | -1.9% | -12.8% |
| 1Y | -18.0% | -27.4% | +9.4% | -15.1% |
| 3Y | -33.7% | -32.5% | -1.1% | -32.0% |
| 5Y | -19.4% | -3.3% | -16.1% | -22.7% |
| 10Y | -21.3% | +186.0% | -207.2% | -34.9% |
| All | +89.1% | +886.2% | -797.1% | +41.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling