-21.1%
GIS vs BDX
+59.3%
-80.4%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.8% | -1.1% | -0.6% |
| 7D | -6.4% | -3.2% | -3.2% | -5.5% |
| 30D | -6.1% | -2.5% | -3.6% | -5.3% |
| 3M | +7.8% | +21.4% | -13.6% | +1.9% |
| 6M | -8.8% | +10.4% | -19.2% | -11.6% |
| YTD | -19.1% | +18.8% | -38.0% | -23.4% |
| 1Y | -24.8% | +21.7% | -46.4% | -29.3% |
| 3Y | -37.6% | -10.0% | -27.6% | -37.0% |
| 5Y | -25.4% | -1.8% | -23.6% | -27.4% |
| All | -21.1% | +59.3% | -80.4% | -32.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling