-37.4%
GIS vs BTSG
+389.4%
-426.8%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.5% | -1.8% | -0.3% |
| 7D | -6.4% | -3.3% | -3.1% | -6.4% |
| 30D | -6.1% | -1.6% | -4.5% | -6.1% |
| 3M | +7.8% | -6.9% | +14.7% | +7.8% |
| 6M | -8.8% | +42.1% | -50.9% | -7.9% |
| YTD | -19.1% | +56.8% | -75.9% | -18.1% |
| 1Y | -24.8% | +109.8% | -134.6% | -23.8% |
| All | -37.4% | +389.4% | -426.8% | -36.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BTSG.
Daily Out/Under-Performance
Portfolio return minus BTSG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTSG 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 10y: compounded portfolio wealth divided by compounded BTSG 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…
10y analysis · Full analysis span regression · 6 months rolling