-25.7%
GIS vs BBY
+1.5%
-27.2%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BBY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +3.1% | -3.4% | -0.6% |
| 7D | -6.4% | +0.6% | -7.0% | -6.4% |
| 30D | -6.1% | +9.4% | -15.5% | -6.9% |
| 3M | +7.8% | +19.3% | -11.5% | +6.2% |
| 6M | -8.8% | +47.9% | -56.7% | -11.7% |
| YTD | -19.1% | +39.6% | -58.7% | -21.4% |
| 1Y | -24.8% | +22.2% | -46.9% | -26.3% |
| 3Y | -37.6% | +45.0% | -82.5% | -40.1% |
| All | -25.7% | +1.5% | -27.2% | -27.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BBY.
Daily Out/Under-Performance
Portfolio return minus BBY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BBY 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 BBY 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