-22.9%
GIS vs BAX
-67.6%
+44.7%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.9% | +0.3% | -1.3% |
| 7D | -8.6% | -5.1% | -3.5% | -7.9% |
| 30D | -0.5% | -12.2% | +11.7% | +1.5% |
| 3M | +11.9% | +21.8% | -9.9% | +8.6% |
| 6M | -11.6% | +36.3% | -47.9% | -15.7% |
| YTD | -16.3% | +27.8% | -44.1% | -19.9% |
| 1Y | -21.8% | -0.1% | -21.7% | -22.6% |
| 3Y | -35.7% | -33.3% | -2.3% | -33.4% |
| 5Y | -22.9% | -67.1% | +44.2% | -7.1% |
| All | -22.9% | -67.6% | +44.7% | -7.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling