-25.7%
GIS vs BG
+81.8%
-107.5%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.7% | +1.4% | -0.1% |
| 7D | -6.4% | +3.1% | -9.5% | -6.7% |
| 30D | -6.1% | +10.2% | -16.3% | -7.1% |
| 3M | +7.8% | -1.7% | +9.5% | +7.9% |
| 6M | -8.8% | +1.0% | -9.8% | -9.1% |
| YTD | -19.1% | +39.9% | -59.0% | -22.7% |
| 1Y | -24.8% | +53.2% | -78.0% | -29.0% |
| 3Y | -37.6% | +16.3% | -53.8% | -39.9% |
| All | -25.7% | +81.8% | -107.5% | -30.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BG.
Daily Out/Under-Performance
Portfolio return minus BG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BG 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 BG 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