-25.7%
GIS vs MDY
+46.3%
-72.0%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.8% | -1.1% | -0.4% |
| 7D | -6.4% | -1.9% | -4.5% | -6.2% |
| 30D | -6.1% | -4.6% | -1.5% | -5.7% |
| 3M | +7.8% | -1.2% | +9.1% | +7.9% |
| 6M | -8.8% | +9.2% | -18.0% | -9.8% |
| YTD | -19.1% | +13.1% | -32.2% | -20.3% |
| 1Y | -24.8% | +13.0% | -37.8% | -25.9% |
| 3Y | -37.6% | +49.2% | -86.8% | -41.1% |
| All | -25.7% | +46.3% | -72.0% | -30.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling