-17.4%
GIS vs BP
+35.3%
-52.6%
-33.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | -4.2% | +9.4% | +5.0% |
| 7D | +8.5% | -8.4% | +16.9% | +8.0% |
| 30D | +15.3% | +2.2% | +13.1% | +15.3% |
| 3M | +0.9% | +8.8% | -7.8% | +1.3% |
| 6M | +7.9% | -0.5% | +8.5% | +8.8% |
| YTD | -17.6% | +36.2% | -53.8% | -19.2% |
| 1Y | -17.4% | +36.6% | -53.9% | -19.6% |
| All | -17.4% | +35.3% | -52.6% | -19.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BP.
Daily Out/Under-Performance
Portfolio return minus BP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BP 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 1y: compounded portfolio wealth divided by compounded BP 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…
1y analysis · Full analysis span regression · 6 months rolling