+348.2%
GIS vs BB
+258.8%
+89.4%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | 0.0% | -2.5% | -2.5% |
| 7D | -7.8% | -5.6% | -2.2% | -7.8% |
| 30D | +6.6% | -11.8% | +18.4% | +6.7% |
| 3M | +21.0% | -25.5% | +46.5% | +21.2% |
| 6M | -9.1% | +121.3% | -130.3% | -10.0% |
| YTD | -13.6% | +103.2% | -116.8% | -14.5% |
| 1Y | -18.0% | +102.6% | -120.6% | -18.9% |
| 3Y | -33.7% | +37.5% | -71.2% | -34.3% |
| 5Y | -19.4% | -30.4% | +11.0% | -19.7% |
| 10Y | -21.3% | 0.0% | -21.3% | -23.1% |
| All | +348.2% | +258.8% | +89.4% | +363.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling