+686.3%
GIS vs MDY
+2,644.5%
-1,958.2%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.7% | -0.9% | -1.4% |
| 7D | -8.3% | +1.0% | -9.3% | -8.5% |
| 30D | +2.2% | -3.1% | +5.3% | +3.0% |
| 3M | +15.7% | +1.8% | +13.9% | +15.0% |
| 6M | -12.0% | +10.8% | -22.8% | -14.5% |
| YTD | -15.0% | +14.4% | -29.4% | -18.2% |
| 1Y | -20.1% | +15.2% | -35.3% | -23.4% |
| 3Y | -34.6% | +51.2% | -85.8% | -42.4% |
| 5Y | -22.8% | +47.2% | -70.1% | -32.4% |
| 10Y | -18.5% | +171.1% | -189.6% | -41.9% |
| All | +686.3% | +2,644.5% | -1,958.2% | +169.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling