-22.6%
GIS vs MDLN
-7.1%
-15.6%
-33.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MDLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.4% | -0.7% | -0.4% |
| 7D | -6.4% | -11.1% | +4.7% | -4.9% |
| 30D | -6.1% | -8.4% | +2.3% | -5.0% |
| 3M | +7.8% | -12.4% | +20.2% | +10.0% |
| 6M | -8.8% | -23.3% | +14.5% | -7.2% |
| YTD | -19.1% | -22.5% | +3.4% | -17.2% |
| All | -22.6% | -7.1% | -15.6% | -20.5% |
Cumulative growth
Daily Returns
Daily percentage return beside MDLN.
Daily Out/Under-Performance
Portfolio return minus MDLN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MDLN 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 MDLN 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