-18.0%
GIS vs BAX
+9.9%
-28.0%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +1.0% | -3.5% | -2.6% |
| 7D | -7.8% | -1.1% | -6.7% | -7.7% |
| 30D | +6.6% | -5.5% | +12.0% | +7.4% |
| 3M | +21.0% | +33.5% | -12.6% | +16.3% |
| 6M | -9.1% | +35.9% | -44.9% | -12.8% |
| YTD | -13.6% | +35.4% | -49.0% | -17.7% |
| 1Y | -18.0% | +9.8% | -27.8% | -19.6% |
| All | -18.0% | +9.9% | -28.0% | -19.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BAX.
Daily Out/Under-Performance
Portfolio return minus BAX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAX 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 BAX 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