-25.7%
GIS vs BR
+8.0%
-33.7%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.3% | 0.0% | -0.2% |
| 7D | -6.4% | -3.0% | -3.4% | -5.8% |
| 30D | -6.1% | -0.3% | -5.8% | -6.0% |
| 3M | +7.8% | +17.3% | -9.5% | +4.4% |
| 6M | -8.8% | -6.7% | -2.1% | -8.0% |
| YTD | -19.1% | -23.4% | +4.3% | -15.4% |
| 1Y | -24.8% | -32.7% | +7.9% | -19.4% |
| 3Y | -37.6% | -5.9% | -31.6% | -37.0% |
| All | -25.7% | +8.0% | -33.7% | -28.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BR.
Daily Out/Under-Performance
Portfolio return minus BR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BR 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 BR 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