+369.6%
GIS vs BRKR
+172.5%
+197.1%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BRKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.2% | -0.1% | -0.3% |
| 7D | -6.4% | -8.7% | +2.3% | -5.9% |
| 30D | -6.1% | -9.9% | +3.8% | -5.6% |
| 3M | +7.8% | -3.1% | +10.9% | +7.6% |
| 6M | -8.8% | +45.5% | -54.3% | -11.1% |
| YTD | -19.1% | +13.7% | -32.8% | -20.3% |
| 1Y | -24.8% | +67.4% | -92.2% | -27.5% |
| 3Y | -37.6% | -13.2% | -24.3% | -38.3% |
| 5Y | -25.4% | -39.5% | +14.1% | -25.4% |
| 10Y | -19.6% | +153.5% | -173.1% | -26.1% |
| All | +369.6% | +172.5% | +197.1% | +297.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BRKR.
Daily Out/Under-Performance
Portfolio return minus BRKR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BRKR 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 BRKR 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