+68.7%
GIS vs BAH
+1,079.0%
-1,010.3%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.2% | -2.2% | -2.0% |
| 7D | -8.1% | -2.6% | -5.5% | -7.7% |
| 30D | +5.3% | +20.4% | -15.0% | +2.5% |
| 3M | -10.5% | +11.9% | -22.4% | -12.1% |
| 6M | +1.8% | +17.1% | -15.3% | -0.9% |
| YTD | -22.9% | +5.5% | -28.5% | -24.3% |
| 1Y | -22.9% | +5.6% | -28.6% | -24.4% |
| 3Y | -40.5% | -26.5% | -14.0% | -39.6% |
| 5Y | -34.9% | +6.5% | -41.4% | -38.3% |
| 10Y | -19.0% | +203.0% | -222.0% | -33.9% |
| All | +68.7% | +1,079.0% | -1,010.3% | +22.8% |
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