+121.0%
GIS vs BUD
+222.5%
-101.5%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.1% | -1.9% | -1.0% |
| 7D | +1.5% | +6.0% | -4.5% | +0.3% |
| 30D | +9.2% | +11.3% | -2.1% | +6.9% |
| 3M | -5.4% | +3.6% | -8.9% | -6.1% |
| 6M | +3.4% | +7.7% | -4.3% | +1.8% |
| YTD | -20.5% | +36.4% | -56.8% | -25.3% |
| 1Y | -20.0% | +37.8% | -57.8% | -25.1% |
| 3Y | -38.6% | +51.2% | -89.8% | -43.9% |
| 5Y | -33.1% | +53.4% | -86.5% | -39.7% |
| 10Y | -16.4% | -3.2% | -13.2% | -17.9% |
| All | +121.0% | +222.5% | -101.5% | +59.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling