-17.3%
GIS vs BB
+21.8%
-39.0%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -2.4% | +4.8% | +2.4% |
| 7D | -3.4% | +1.8% | -5.2% | -3.3% |
| 30D | +6.9% | +8.1% | -1.3% | +6.9% |
| 3M | -10.1% | -1.0% | -9.1% | -10.1% |
| 6M | +5.9% | +45.9% | -40.0% | +5.9% |
| YTD | -21.1% | +134.8% | -155.9% | -21.0% |
| 1Y | -22.5% | +104.6% | -127.1% | -22.4% |
| 3Y | -39.0% | +152.8% | -191.8% | -39.2% |
| 5Y | -33.3% | -17.4% | -15.9% | -32.6% |
| All | -17.3% | +21.8% | -39.0% | -16.3% |
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