+1,350.9%
GIS vs BP
+1,406.2%
-55.3%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.9% | +1.5% | +2.3% |
| 7D | -3.4% | +3.8% | -7.2% | -3.8% |
| 30D | +6.9% | -5.3% | +12.2% | +7.4% |
| 3M | -10.1% | +9.3% | -19.4% | -11.2% |
| 6M | +5.9% | +7.2% | -1.4% | +4.6% |
| YTD | -21.1% | +38.0% | -59.1% | -24.5% |
| 1Y | -22.5% | +33.2% | -55.7% | -25.5% |
| 3Y | -39.0% | +50.3% | -89.3% | -42.6% |
| 5Y | -33.3% | +114.1% | -147.4% | -40.7% |
| 10Y | -17.0% | +140.7% | -157.8% | -30.0% |
| All | +1,350.9% | +1,406.2% | -55.3% | +714.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling