+143.1%
GIS vs BND
+76.2%
+66.8%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BND | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.2% | -1.4% | -1.5% |
| 7D | -8.6% | -0.1% | -8.5% | -8.6% |
| 30D | -0.5% | -0.2% | -0.2% | -0.4% |
| 3M | +11.9% | -0.7% | +12.6% | +12.1% |
| 6M | -11.6% | -1.7% | -9.9% | -11.3% |
| YTD | -16.3% | -0.5% | -15.8% | -16.2% |
| 1Y | -21.8% | +0.4% | -22.1% | -21.8% |
| 3Y | -35.7% | +13.1% | -48.8% | -36.7% |
| 5Y | -22.9% | -2.1% | -20.8% | -23.8% |
| 10Y | -16.8% | +15.7% | -32.5% | -16.7% |
| All | +143.1% | +76.2% | +66.8% | +152.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling