-25.7%
GIS vs BND
-2.6%
-23.1%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BND | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.1% | -0.2% | -0.3% |
| 7D | -6.4% | -1.0% | -5.4% | -5.9% |
| 30D | -6.1% | -1.1% | -5.0% | -5.5% |
| 3M | +7.8% | -1.9% | +9.7% | +8.9% |
| 6M | -8.8% | -1.6% | -7.2% | -8.0% |
| YTD | -19.1% | -1.2% | -17.9% | -18.5% |
| 1Y | -24.8% | -0.7% | -24.0% | -24.4% |
| 3Y | -37.6% | +12.5% | -50.1% | -40.1% |
| All | -25.7% | -2.6% | -23.1% | -26.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling