+1,391.9%
GIS vs BDX
+5,136.8%
-3,744.9%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -1.9% | -1.2% | -2.6% |
| 7D | -8.4% | -5.4% | -3.0% | -7.3% |
| 30D | -5.2% | -2.2% | -3.0% | -4.7% |
| 3M | +8.2% | +20.1% | -11.9% | +4.0% |
| 6M | -12.0% | +9.1% | -21.1% | -13.7% |
| YTD | -18.9% | +17.9% | -36.8% | -21.9% |
| 1Y | -23.6% | +22.1% | -45.7% | -27.1% |
| 3Y | -37.6% | -10.5% | -27.1% | -37.0% |
| 5Y | -25.2% | -2.6% | -22.6% | -26.3% |
| 10Y | -19.3% | +57.5% | -76.8% | -29.1% |
| All | +1,391.9% | +5,136.8% | -3,744.9% | +413.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling