-37.2%
GIS vs BTSG
+382.3%
-419.5%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BTSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -6.6% | +3.6% | -3.2% |
| 7D | -8.4% | -5.8% | -2.6% | -8.5% |
| 30D | -5.2% | 0.0% | -5.2% | -5.2% |
| 3M | +8.2% | -4.5% | +12.6% | +8.2% |
| 6M | -12.0% | +40.0% | -52.0% | -11.2% |
| YTD | -18.9% | +54.6% | -73.4% | -17.9% |
| 1Y | -23.6% | +106.1% | -129.7% | -22.7% |
| All | -37.2% | +382.3% | -419.5% | -36.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling