-35.4%
GIS vs BB
+66.7%
-102.1%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.5% | -0.1% | -1.7% |
| 7D | -8.6% | +1.8% | -10.4% | -8.5% |
| 30D | -0.5% | -12.2% | +11.8% | -1.0% |
| 3M | +11.9% | -12.3% | +24.2% | +11.6% |
| 6M | -11.6% | +122.7% | -134.3% | -7.8% |
| YTD | -16.3% | +104.5% | -120.8% | -13.1% |
| 1Y | -21.8% | +106.7% | -128.4% | -18.6% |
| All | -35.4% | +66.7% | -102.1% | -32.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling