-21.1%
GIS vs BAX
-38.1%
+17.1%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.6% | +1.3% | 0.0% |
| 7D | -6.4% | -7.9% | +1.5% | -4.8% |
| 30D | -6.1% | -11.7% | +5.6% | -3.7% |
| 3M | +7.8% | +16.2% | -8.4% | +4.4% |
| 6M | -8.8% | +32.0% | -40.8% | -14.1% |
| YTD | -19.1% | +24.7% | -43.8% | -23.6% |
| 1Y | -24.8% | -2.6% | -22.1% | -25.5% |
| 3Y | -37.6% | -35.0% | -2.6% | -34.0% |
| 5Y | -25.4% | -67.6% | +42.1% | -6.1% |
| All | -21.1% | -38.1% | +17.1% | -12.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling