-9.1%
GIS vs BP
+15.6%
-24.7%
-26.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.5% | -3.0% | -2.4% |
| 7D | -7.8% | +3.9% | -11.8% | -7.3% |
| 30D | +6.6% | +7.6% | -1.0% | +7.8% |
| 3M | +21.0% | +0.7% | +20.3% | +21.5% |
| 6M | -9.1% | +15.5% | -24.6% | -6.5% |
| All | -9.1% | +15.6% | -24.7% | -6.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling