-22.9%
GIS vs BEN
+40.0%
-62.8%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.5% | -0.1% | -1.5% |
| 7D | -8.6% | +3.4% | -12.0% | -8.8% |
| 30D | -0.5% | +1.8% | -2.2% | -0.6% |
| 3M | +11.9% | +8.4% | +3.5% | +11.2% |
| 6M | -11.6% | +35.6% | -47.2% | -13.6% |
| YTD | -16.3% | +46.4% | -62.7% | -18.7% |
| 1Y | -21.8% | +46.3% | -68.1% | -24.0% |
| 3Y | -35.7% | +54.6% | -90.3% | -38.2% |
| 5Y | -22.9% | +39.4% | -62.3% | -26.2% |
| All | -22.9% | +40.0% | -62.8% | -26.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BEN.
Daily Out/Under-Performance
Portfolio return minus BEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BEN 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 BEN 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