-22.9%
GIS vs BUD
+44.7%
-67.6%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.2% | +0.6% | -1.1% |
| 7D | -8.6% | -1.3% | -7.3% | -8.3% |
| 30D | -0.5% | -6.1% | +5.7% | +0.9% |
| 3M | +11.9% | -3.8% | +15.7% | +12.8% |
| 6M | -11.6% | +8.2% | -19.8% | -13.3% |
| YTD | -16.3% | +23.6% | -39.9% | -20.2% |
| 1Y | -21.8% | +33.4% | -55.2% | -26.5% |
| 3Y | -35.7% | +45.3% | -81.0% | -40.9% |
| 5Y | -22.9% | +44.3% | -67.1% | -29.5% |
| All | -22.9% | +44.7% | -67.6% | -29.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BUD.
Daily Out/Under-Performance
Portfolio return minus BUD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BUD 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 BUD 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