+813.3%
GIS vs BWA
+3,492.4%
-2,679.0%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +2.8% | -5.2% | -2.7% |
| 7D | -7.8% | +5.7% | -13.5% | -8.3% |
| 30D | +6.6% | +1.4% | +5.2% | +6.4% |
| 3M | +21.0% | -12.1% | +33.1% | +22.0% |
| 6M | -9.1% | +28.6% | -37.6% | -11.6% |
| YTD | -13.6% | +51.1% | -64.7% | -17.5% |
| 1Y | -18.0% | +55.9% | -73.9% | -22.0% |
| 3Y | -33.7% | +70.1% | -103.8% | -38.0% |
| 5Y | -19.4% | +90.7% | -110.1% | -26.4% |
| 10Y | -21.3% | +154.0% | -175.2% | -32.0% |
| All | +813.3% | +3,492.4% | -2,679.0% | +478.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling