-21.6%
GIS vs BP
+137.4%
-159.0%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +2.4% | -4.0% | -1.7% |
| 7D | -8.3% | +0.9% | -9.2% | -8.3% |
| 30D | +2.2% | +9.1% | -7.0% | +1.8% |
| 3M | +15.7% | +3.9% | +11.8% | +15.5% |
| 6M | -12.0% | +13.6% | -25.6% | -12.6% |
| YTD | -15.0% | +34.0% | -49.0% | -16.5% |
| 1Y | -20.1% | +39.2% | -59.3% | -21.8% |
| 3Y | -34.6% | +36.4% | -71.0% | -36.3% |
| All | -21.6% | +137.4% | -159.0% | -25.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling