-22.9%
GIS vs BN
+33.2%
-56.0%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.9% | +0.3% | -1.5% |
| 7D | -8.6% | -3.0% | -5.6% | -8.5% |
| 30D | -0.5% | -13.0% | +12.6% | +0.2% |
| 3M | +11.9% | -15.2% | +27.1% | +12.8% |
| 6M | -11.6% | -5.9% | -5.7% | -11.4% |
| YTD | -16.3% | -15.8% | -0.5% | -15.8% |
| 1Y | -21.8% | -12.2% | -9.6% | -21.5% |
| 3Y | -35.7% | +72.2% | -107.9% | -38.1% |
| 5Y | -22.9% | +33.2% | -56.1% | -25.1% |
| All | -22.9% | +33.2% | -56.0% | -25.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling