-22.9%
GIS vs BBWI
-68.8%
+46.0%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -6.3% | +4.7% | -1.4% |
| 7D | -8.6% | -4.4% | -4.2% | -8.5% |
| 30D | -0.5% | -7.4% | +6.9% | -0.3% |
| 3M | +11.9% | -2.2% | +14.1% | +11.9% |
| 6M | -11.6% | -16.3% | +4.7% | -11.4% |
| YTD | -16.3% | -9.1% | -7.2% | -16.3% |
| 1Y | -21.8% | -34.5% | +12.8% | -21.3% |
| 3Y | -35.7% | -47.0% | +11.3% | -35.3% |
| 5Y | -22.9% | -68.8% | +46.0% | -21.7% |
| All | -22.9% | -68.8% | +46.0% | -21.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling