-17.3%
GIS vs BBWI
-47.4%
+30.2%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +1.5% | +0.9% | +2.3% |
| 7D | -3.4% | +0.1% | -3.5% | -3.4% |
| 30D | +6.9% | +12.9% | -6.0% | +6.5% |
| 3M | -10.1% | +16.0% | -26.1% | -10.6% |
| 6M | +5.9% | +16.6% | -10.8% | +5.3% |
| YTD | -21.1% | +9.7% | -30.8% | -21.5% |
| 1Y | -22.5% | +1.5% | -24.0% | -22.9% |
| 3Y | -39.0% | -21.4% | -17.6% | -39.2% |
| 5Y | -33.3% | -67.6% | +34.2% | -32.5% |
| All | -17.3% | -47.4% | +30.2% | -17.2% |
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