-50.5%
GIS vs BOXX
+18.5%
-68.9%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BOXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | 0.0% | -0.4% | -0.5% |
| 7D | -6.4% | +0.1% | -6.4% | -6.5% |
| 30D | -6.1% | +0.3% | -6.4% | -7.1% |
| 3M | +7.8% | +1.0% | +6.8% | +4.1% |
| 6M | -8.8% | +1.9% | -10.7% | -13.6% |
| YTD | -19.1% | +2.7% | -21.8% | -24.8% |
| 1Y | -24.8% | +4.0% | -28.8% | -32.3% |
| 3Y | -37.6% | +14.7% | -52.2% | -58.5% |
| All | -50.5% | +18.5% | -68.9% | -72.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BOXX.
Daily Out/Under-Performance
Portfolio return minus BOXX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BOXX 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 BOXX 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