-20.8%
GIS vs BBWI
-57.7%
+36.8%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -1.5% | -1.6% | -3.0% |
| 7D | -8.4% | -8.0% | -0.4% | -8.2% |
| 30D | -5.2% | -6.6% | +1.4% | -5.0% |
| 3M | +8.2% | -2.7% | +10.9% | +8.2% |
| 6M | -12.0% | -12.8% | +0.8% | -11.9% |
| YTD | -18.9% | -10.5% | -8.4% | -18.8% |
| 1Y | -23.6% | -35.3% | +11.7% | -23.1% |
| 3Y | -37.6% | -47.7% | +10.1% | -37.2% |
| 5Y | -25.2% | -68.9% | +43.7% | -24.1% |
| All | -20.8% | -57.7% | +36.8% | -20.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BBWI.
Daily Out/Under-Performance
Portfolio return minus BBWI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BBWI 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 BBWI 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