-17.4%
GIS vs BDX
+54.0%
-71.4%
-33.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +5.6% | -0.4% | +2.5% |
| 7D | +8.5% | +7.2% | +1.3% | +4.9% |
| 30D | +15.3% | +15.8% | -0.5% | +8.0% |
| 3M | +0.9% | +23.7% | -22.7% | -8.0% |
| 6M | +7.9% | +44.8% | -36.9% | -6.9% |
| YTD | -17.6% | +39.8% | -57.4% | -28.1% |
| 1Y | -17.4% | +52.3% | -69.7% | -29.5% |
| All | -17.4% | +54.0% | -71.4% | -29.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BDX.
Daily Out/Under-Performance
Portfolio return minus BDX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BDX 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 1y: compounded portfolio wealth divided by compounded BDX 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…
1y analysis · Full analysis span regression · 6 months rolling