-21.1%
GIS vs BWA
+156.8%
-177.9%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.5% | -1.8% | -0.4% |
| 7D | -6.4% | -1.3% | -5.1% | -6.3% |
| 30D | -6.1% | -2.9% | -3.2% | -6.0% |
| 3M | +7.8% | -10.7% | +18.6% | +8.4% |
| 6M | -8.8% | +26.5% | -35.2% | -10.3% |
| YTD | -19.1% | +49.1% | -68.2% | -21.4% |
| 1Y | -24.8% | +52.1% | -76.8% | -27.0% |
| 3Y | -37.6% | +72.6% | -110.1% | -40.3% |
| 5Y | -25.4% | +89.4% | -114.8% | -29.8% |
| All | -21.1% | +156.8% | -177.9% | -26.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BWA.
Daily Out/Under-Performance
Portfolio return minus BWA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BWA 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 BWA 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