-33.8%
GIS vs BEN
+28.2%
-62.1%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.4% | +1.9% | +2.4% |
| 7D | -3.4% | +6.8% | -10.1% | -3.7% |
| 30D | +6.9% | +18.0% | -11.1% | +5.8% |
| 3M | -10.1% | +7.5% | -17.6% | -10.6% |
| 6M | +5.9% | +14.7% | -8.9% | +4.8% |
| YTD | -21.1% | +56.1% | -77.2% | -23.6% |
| 1Y | -22.5% | +69.6% | -92.1% | -25.4% |
| 3Y | -39.0% | +87.7% | -126.7% | -42.1% |
| All | -33.8% | +28.2% | -62.1% | -34.2% |
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