-39.0%
GIS vs BAX
-18.0%
-21.0%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.3% | +2.1% | +2.3% |
| 7D | -3.4% | +0.1% | -3.4% | -3.4% |
| 30D | +6.9% | +4.1% | +2.8% | +6.1% |
| 3M | -10.1% | -4.5% | -5.6% | -9.6% |
| 6M | +5.9% | +49.2% | -43.4% | -0.3% |
| YTD | -21.1% | +35.2% | -56.4% | -25.3% |
| 1Y | -22.5% | +38.3% | -60.8% | -26.9% |
| 3Y | -39.0% | -19.0% | -19.9% | -38.4% |
| All | -39.0% | -18.0% | -21.0% | -38.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling