-23.6%
GIS vs BN
-13.5%
-10.1%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -1.2% | -1.8% | -3.0% |
| 7D | -8.4% | -5.9% | -2.5% | -8.4% |
| 30D | -5.2% | -15.1% | +9.9% | -5.3% |
| 3M | +8.2% | -14.6% | +22.7% | +8.0% |
| 6M | -12.0% | -8.4% | -3.6% | -11.8% |
| YTD | -18.9% | -16.8% | -2.1% | -19.5% |
| 1Y | -23.6% | -14.4% | -9.3% | -23.6% |
| All | -23.6% | -13.5% | -10.1% | -23.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling