-20.8%
GIS vs BN
+263.5%
-284.4%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -1.2% | -1.8% | -2.9% |
| 7D | -8.4% | -5.9% | -2.5% | -7.8% |
| 30D | -5.2% | -15.1% | +9.9% | -3.5% |
| 3M | +8.2% | -14.6% | +22.7% | +10.0% |
| 6M | -12.0% | -8.4% | -3.6% | -11.3% |
| YTD | -18.9% | -16.8% | -2.1% | -17.5% |
| 1Y | -23.6% | -14.4% | -9.3% | -22.7% |
| 3Y | -37.6% | +70.1% | -107.7% | -42.8% |
| 5Y | -25.2% | +33.5% | -58.7% | -29.9% |
| All | -20.8% | +263.5% | -284.4% | -42.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BN.
Daily Out/Under-Performance
Portfolio return minus BN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BN 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 BN 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