-37.4%
GIS vs BND
+12.6%
-49.9%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BND | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.6% | -2.4% | -2.5% |
| 7D | -8.4% | -0.9% | -7.5% | -7.7% |
| 30D | -5.2% | -1.0% | -4.2% | -4.4% |
| 3M | +8.2% | -1.2% | +9.4% | +9.3% |
| 6M | -12.0% | -2.0% | -10.0% | -10.5% |
| YTD | -18.9% | -1.2% | -17.7% | -18.0% |
| 1Y | -23.6% | -0.5% | -23.2% | -23.2% |
| All | -37.4% | +12.6% | -49.9% | -39.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BND.
Daily Out/Under-Performance
Portfolio return minus BND return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BND 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 BND 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