-21.1%
GIS vs BB
+1.6%
-22.7%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.7% | -2.0% | -0.3% |
| 7D | -6.4% | -0.4% | -6.0% | -6.4% |
| 30D | -6.1% | -12.5% | +6.4% | -6.1% |
| 3M | +7.8% | -17.4% | +25.3% | +7.8% |
| 6M | -8.8% | +119.1% | -127.9% | -8.8% |
| YTD | -19.1% | +102.4% | -121.5% | -19.1% |
| 1Y | -24.8% | +98.2% | -122.9% | -24.8% |
| 3Y | -37.6% | +46.9% | -84.5% | -37.5% |
| 5Y | -25.4% | -26.4% | +1.0% | -24.8% |
| All | -21.1% | +1.6% | -22.7% | -21.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BB.
Daily Out/Under-Performance
Portfolio return minus BB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BB 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 BB 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