-34.4%
GIS vs BN
+74.6%
-109.0%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.6% | +1.0% | -1.5% |
| 7D | -8.3% | -1.2% | -7.1% | -8.2% |
| 30D | +2.2% | -10.9% | +13.1% | +2.7% |
| 3M | +15.7% | -11.1% | +26.8% | +16.3% |
| 6M | -12.0% | -4.4% | -7.6% | -11.8% |
| YTD | -15.0% | -14.1% | -0.8% | -14.6% |
| 1Y | -20.1% | -11.1% | -9.1% | -20.0% |
| All | -34.4% | +74.6% | -109.0% | -34.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling