-37.4%
GIS vs MDY
+47.3%
-84.6%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.9% | -2.1% | -3.0% |
| 7D | -8.4% | -2.5% | -5.9% | -8.3% |
| 30D | -5.2% | -5.0% | -0.1% | -4.9% |
| 3M | +8.2% | +0.5% | +7.7% | +8.1% |
| 6M | -12.0% | +8.0% | -20.0% | -12.6% |
| YTD | -18.9% | +12.2% | -31.0% | -19.7% |
| 1Y | -23.6% | +14.0% | -37.6% | -24.6% |
| All | -37.4% | +47.3% | -84.6% | -39.5% |
Cumulative growth
Daily Returns
Daily percentage return beside MDY.
Daily Out/Under-Performance
Portfolio return minus MDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MDY 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 MDY 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